+11,036.6%
CMI vs TSEM
+10.0%
+11,026.6%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.3% | +0.3% |
| 7D | +1.9% | +10.4% | -8.5% | +0.6% |
| 30D | -12.5% | -12.9% | +0.4% | -11.0% |
| 3M | -16.2% | -9.2% | -7.0% | -16.0% |
| 6M | +4.9% | +98.8% | -93.9% | -5.8% |
| YTD | +11.1% | +87.2% | -76.1% | +0.2% |
| 1Y | +43.4% | +239.0% | -195.6% | +19.5% |
| 3Y | +154.1% | +679.5% | -525.4% | +88.5% |
| 5Y | +169.5% | +667.3% | -497.8% | +97.7% |
| 10Y | +503.8% | +1,301.0% | -797.2% | +301.3% |
| All | +11,036.6% | +10.0% | +11,026.6% | +7,056.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling