-14.8%
CRH vs TSEM
+79.9%
-94.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -8.7% | +14.4% | +6.0% |
| 7D | +14.2% | -23.1% | +37.3% | +15.5% |
| 30D | +19.5% | -40.4% | +59.9% | +22.8% |
| 3M | +0.4% | -37.9% | +38.2% | +2.5% |
| 6M | -10.1% | -30.8% | +20.7% | -10.8% |
| YTD | -19.9% | +26.7% | -46.7% | -26.9% |
| 1Y | -14.8% | +80.5% | -95.3% | -25.8% |
| All | -14.8% | +79.9% | -94.7% | -25.8% |
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