+4,100.0%
CMG vs TSEM
+821.7%
+3,278.3%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.1% |
| 7D | -1.5% | +10.4% | -11.9% | -2.5% |
| 30D | +12.7% | -12.9% | +25.7% | +14.2% |
| 3M | +26.3% | -9.2% | +35.5% | +25.7% |
| 6M | +4.5% | +98.8% | -94.3% | -6.2% |
| YTD | -0.1% | +87.2% | -87.3% | -10.2% |
| 1Y | -6.8% | +239.0% | -245.8% | -22.2% |
| 3Y | -5.0% | +679.5% | -684.5% | -29.1% |
| 5Y | -3.0% | +667.3% | -670.3% | -28.1% |
| 10Y | +323.6% | +1,301.0% | -977.5% | +189.7% |
| All | +4,100.0% | +821.7% | +3,278.3% | +2,698.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling