+650.1%
TSEM vs CCI
-10.3%
+660.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.4% | -0.7% | +2.2% |
| 7D | -4.9% | -0.3% | -4.6% | -4.9% |
| 30D | -18.7% | +2.2% | -21.0% | -18.3% |
| 3M | -18.1% | -16.9% | -1.2% | -20.1% |
| 6M | +77.1% | -11.5% | +88.6% | +74.3% |
| YTD | +80.1% | -12.8% | +93.0% | +77.3% |
| 1Y | +220.4% | -17.1% | +237.5% | +214.0% |
| 3Y | +650.1% | -9.6% | +659.7% | +606.9% |
| All | +650.1% | -10.3% | +660.4% | +606.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling