+7.2%
CNC vs TSEM
+639.7%
-632.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.8% |
| 7D | -4.9% | +4.7% | -9.6% | -4.7% |
| 30D | -3.8% | -14.2% | +10.5% | -4.2% |
| 3M | -3.2% | -5.0% | +1.8% | -2.9% |
| 6M | +47.9% | +87.6% | -39.7% | +51.6% |
| YTD | +55.7% | +84.4% | -28.8% | +59.6% |
| 1Y | +106.2% | +235.4% | -129.2% | +113.2% |
| 3Y | -2.1% | +668.0% | -670.0% | -1.4% |
| All | +7.2% | +639.7% | -632.4% | +12.2% |
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