+3,744.9%
CRH vs TSEM
+5.9%
+3,739.0%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.6% | +0.8% |
| 7D | -6.1% | -4.9% | -1.2% | -5.5% |
| 30D | -9.3% | -18.7% | +9.5% | -7.3% |
| 3M | -15.2% | -18.1% | +2.9% | -14.4% |
| 6M | -14.2% | +77.1% | -91.3% | -21.4% |
| YTD | -28.3% | +80.1% | -108.4% | -34.7% |
| 1Y | -21.8% | +220.4% | -242.2% | -33.4% |
| 3Y | +71.6% | +650.1% | -578.4% | +31.9% |
| 5Y | +96.6% | +628.9% | -532.3% | +50.1% |
| 10Y | +253.8% | +1,293.4% | -1,039.6% | +149.8% |
| All | +3,744.9% | +5.9% | +3,739.0% | +2,319.8% |
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 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