+220.4%
TSEM vs CCI
-15.7%
+236.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.4% | -0.7% | +2.6% |
| 7D | -4.9% | -0.3% | -4.6% | -5.0% |
| 30D | -18.7% | +2.2% | -21.0% | -18.0% |
| 3M | -18.1% | -16.9% | -1.2% | -21.8% |
| 6M | +77.1% | -11.5% | +88.6% | +71.1% |
| YTD | +80.1% | -12.8% | +93.0% | +75.4% |
| 1Y | +220.4% | -17.1% | +237.5% | +209.1% |
| All | +220.4% | -15.7% | +236.1% | +209.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 CCI 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