+4,405.6%
CNC vs TSEM
+143.8%
+4,261.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.1% | -2.5% | -3.6% |
| 7D | -1.0% | +10.4% | -11.4% | -1.7% |
| 30D | -1.8% | -12.9% | +11.1% | -1.0% |
| 3M | -0.7% | -9.2% | +8.5% | -0.8% |
| 6M | +47.9% | +98.8% | -50.8% | +38.2% |
| YTD | +56.9% | +87.2% | -30.3% | +46.6% |
| 1Y | +123.9% | +239.0% | -115.0% | +98.9% |
| 3Y | -1.3% | +679.5% | -680.8% | -19.6% |
| 5Y | +2.8% | +667.3% | -664.5% | -17.1% |
| 10Y | +90.9% | +1,301.0% | -1,210.2% | +43.7% |
| All | +4,405.6% | +143.8% | +4,261.7% | +3,332.2% |
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 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