+165.0%
CMI vs TSEM
+617.3%
-452.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -8.7% |
| 3M | -14.8% | -18.1% | +3.4% | -12.7% |
| 6M | +0.8% | +77.1% | -76.3% | -13.5% |
| YTD | +10.2% | +80.1% | -70.0% | -6.5% |
| 1Y | +37.4% | +220.4% | -183.0% | +2.2% |
| 3Y | +153.3% | +650.1% | -496.8% | +56.4% |
| All | +165.0% | +617.3% | -452.3% | +61.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling