+150.2%
CMI vs TSEM
+633.2%
-482.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.9% | +3.1% | +0.1% |
| 7D | +0.8% | +0.9% | -0.1% | +0.6% |
| 30D | -12.8% | -16.6% | +3.9% | -9.2% |
| 3M | -12.4% | -10.9% | -1.5% | -12.0% |
| 6M | -0.9% | +78.0% | -78.9% | -17.7% |
| YTD | +8.9% | +77.2% | -68.3% | -10.5% |
| 1Y | +37.7% | +207.6% | -169.9% | -4.2% |
| All | +150.2% | +633.2% | -482.9% | +32.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling