+7.1%
CRM vs TSEM
+259.4%
-252.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +7.8% | -9.8% | -0.9% |
| 7D | +1.3% | +6.9% | -5.6% | +2.2% |
| 30D | +34.3% | +5.3% | +29.0% | +35.6% |
| 3M | +37.7% | -14.9% | +52.6% | +37.6% |
| 6M | +34.9% | +80.0% | -45.1% | +37.1% |
| YTD | -1.6% | +89.4% | -91.0% | -0.6% |
| 1Y | +7.1% | +253.1% | -245.9% | +6.5% |
| All | +7.1% | +259.4% | -252.2% | +6.5% |
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