+786.5%
TSEM vs CFG
+216.2%
+570.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.6% | -7.6% | -7.2% |
| 7D | +7.0% | +3.2% | +3.8% | +5.9% |
| 30D | -29.8% | +5.1% | -34.9% | -31.0% |
| 3M | -41.9% | -11.2% | -30.7% | -39.5% |
| 6M | -45.8% | +9.6% | -55.3% | -47.6% |
| YTD | +25.1% | +15.0% | +10.1% | +18.7% |
| 1Y | +48.2% | +29.9% | +18.4% | +34.9% |
| 3Y | +476.5% | +192.1% | +284.4% | +303.4% |
| 5Y | +301.4% | +62.3% | +239.2% | +226.8% |
| All | +786.5% | +216.2% | +570.3% | +459.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling