-5.0%
CMG vs TSEM
+610.6%
-615.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.9% | +4.2% | +0.7% |
| 7D | -3.8% | +0.9% | -4.8% | -4.0% |
| 30D | +12.9% | -16.6% | +29.5% | +14.8% |
| 3M | +18.8% | -10.9% | +29.7% | +17.9% |
| 6M | +4.1% | +78.0% | -74.0% | -9.1% |
| YTD | -2.4% | +77.2% | -79.6% | -15.3% |
| 1Y | -6.7% | +207.6% | -214.2% | -27.3% |
| 3Y | -7.1% | +637.8% | -645.0% | -40.8% |
| 5Y | -5.0% | +617.0% | -622.0% | -37.7% |
| All | -5.0% | +610.6% | -615.6% | -37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TSEM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling