+617.0%
TSEM vs CBOE
+145.0%
+472.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.5% | -2.4% | -4.1% |
| 7D | +0.9% | -3.7% | +4.6% | +0.5% |
| 30D | -16.6% | +2.0% | -18.6% | -16.4% |
| 3M | -10.9% | -4.2% | -6.7% | -11.3% |
| 6M | +78.0% | +1.2% | +76.8% | +80.1% |
| YTD | +77.2% | +15.4% | +61.8% | +81.2% |
| 1Y | +207.6% | +23.5% | +184.1% | +216.2% |
| 3Y | +637.8% | +93.2% | +544.7% | +601.0% |
| 5Y | +617.0% | +142.0% | +475.0% | +545.0% |
| All | +617.0% | +145.0% | +472.0% | +545.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 5y: compounded portfolio wealth divided by compounded CBOE 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…
5y analysis · Full analysis span regression · 6 months rolling