+37.4%
CMI vs TSEM
+212.9%
-175.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.4% | +0.9% |
| 7D | -0.7% | -4.9% | +4.2% | +0.3% |
| 30D | -12.4% | -18.7% | +6.4% | -8.9% |
| 3M | -14.8% | -18.1% | +3.4% | -12.9% |
| 6M | +0.8% | +77.1% | -76.3% | -11.1% |
| YTD | +10.2% | +80.1% | -70.0% | -3.7% |
| 1Y | +37.4% | +220.4% | -183.0% | +4.6% |
| All | +37.4% | +212.9% | -175.5% | +4.6% |
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