+253.1%
TSEM vs CFG
+40.4%
+212.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -0.1% | +7.9% | +7.9% |
| 7D | +6.9% | +1.5% | +5.4% | +6.0% |
| 30D | +5.3% | -3.8% | +9.1% | +7.6% |
| 3M | -14.9% | +11.5% | -26.4% | -20.0% |
| 6M | +80.0% | +19.2% | +60.8% | +61.2% |
| YTD | +89.4% | +23.7% | +65.6% | +65.4% |
| 1Y | +253.1% | +38.8% | +214.2% | +189.1% |
| All | +253.1% | +40.4% | +212.7% | +189.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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