+11.7%
CMI vs TSEM
+79.9%
-68.2%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -8.7% | +3.0% | -4.1% |
| 7D | -11.2% | -23.1% | +11.9% | -6.8% |
| 30D | -9.8% | -40.4% | +30.5% | -1.2% |
| 3M | -25.5% | -37.9% | +12.3% | -19.8% |
| 6M | -27.7% | -30.8% | +3.2% | -24.7% |
| YTD | -6.6% | +26.7% | -33.3% | -11.7% |
| 1Y | +11.7% | +80.5% | -68.8% | +0.9% |
| All | +11.7% | +79.9% | -68.2% | +0.9% |
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