+41.9%
CMI vs TSEM
+259.4%
-217.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +7.8% | -5.1% | +1.2% |
| 7D | -0.7% | +6.9% | -7.6% | -2.1% |
| 30D | -13.4% | +5.3% | -18.7% | -14.7% |
| 3M | -17.0% | -14.9% | -2.1% | -16.0% |
| 6M | -1.6% | +80.0% | -81.7% | -13.7% |
| YTD | +11.0% | +89.4% | -78.4% | -3.9% |
| 1Y | +41.9% | +253.1% | -211.2% | +6.4% |
| All | +41.9% | +259.4% | -217.5% | +6.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling