+519.5%
TSEM vs CCI
+10.7%
+508.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.5% |
| 7D | +20.5% | -1.4% | +21.9% | +20.3% |
| 30D | -29.0% | +12.7% | -41.7% | -27.0% |
| 3M | -39.4% | +23.0% | -62.4% | -36.7% |
| 6M | -28.5% | +0.6% | -29.1% | -27.6% |
| YTD | +34.4% | +4.9% | +29.6% | +37.0% |
| 1Y | +48.3% | +0.7% | +47.7% | +50.8% |
| All | +519.5% | +10.7% | +508.8% | +517.5% |
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