+5,648.9%
CRM vs TSEM
+150.4%
+5,498.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.9% | +3.4% | +0.1% |
| 7D | -8.1% | +0.9% | -9.0% | -8.3% |
| 30D | +23.1% | -16.6% | +39.7% | +25.8% |
| 3M | +42.5% | -10.9% | +53.4% | +41.0% |
| 6M | +25.3% | +78.0% | -52.7% | +7.7% |
| YTD | -7.8% | +77.2% | -85.0% | -21.5% |
| 1Y | +1.0% | +207.6% | -206.5% | -22.3% |
| 3Y | +10.0% | +637.8% | -627.9% | -28.9% |
| 5Y | -3.9% | +617.0% | -620.9% | -38.3% |
| 10Y | +233.2% | +1,270.7% | -1,037.5% | +88.1% |
| All | +5,648.9% | +150.4% | +5,498.5% | +5,444.8% |
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