+94.9%
CNC vs TSEM
+212.9%
-118.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +1.6% |
| 7D | -0.9% | -4.9% | +3.9% | -1.2% |
| 30D | -1.0% | -18.7% | +17.8% | -2.0% |
| 3M | +4.5% | -18.1% | +22.7% | +4.1% |
| 6M | +85.2% | +77.1% | +8.1% | +100.2% |
| YTD | +61.4% | +80.1% | -18.7% | +75.7% |
| 1Y | +94.9% | +220.4% | -125.5% | +126.5% |
| All | +94.9% | +212.9% | -118.1% | +126.5% |
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 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