+245.6%
CRH vs TSEM
+1,313.0%
-1,067.3%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.6% | +0.7% |
| 7D | -6.1% | -4.9% | -1.2% | -5.0% |
| 30D | -9.3% | -18.7% | +9.5% | -5.4% |
| 3M | -15.2% | -18.1% | +2.9% | -13.8% |
| 6M | -14.2% | +77.1% | -91.3% | -30.5% |
| YTD | -28.3% | +80.1% | -108.4% | -42.9% |
| 1Y | -21.8% | +220.4% | -242.2% | -47.5% |
| 3Y | +71.6% | +650.1% | -578.4% | -12.6% |
| 5Y | +96.6% | +628.9% | -532.3% | -2.7% |
| All | +245.6% | +1,313.0% | -1,067.3% | +31.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling