+122.5%
CRWV vs TSEM
+477.0%
-354.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -1.0% |
| 7D | -0.4% | -4.9% | +4.5% | +2.1% |
| 30D | -17.4% | -18.7% | +1.3% | -8.6% |
| 3M | -7.1% | -18.1% | +11.1% | -0.1% |
| 6M | +8.6% | +77.1% | -68.5% | -26.5% |
| YTD | +24.3% | +80.1% | -55.9% | -18.0% |
| 1Y | -21.0% | +220.4% | -241.4% | -63.3% |
| All | +122.5% | +477.0% | -354.5% | -39.6% |
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 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