+1,326.7%
TSEM vs CFG
+308.1%
+1,018.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.2% |
| 7D | +4.7% | -0.6% | +5.3% | +4.9% |
| 30D | -14.2% | -4.5% | -9.7% | -12.7% |
| 3M | -5.0% | +6.3% | -11.4% | -7.2% |
| 6M | +87.6% | +20.6% | +67.0% | +75.5% |
| YTD | +84.4% | +21.2% | +63.2% | +72.1% |
| 1Y | +235.4% | +38.2% | +197.2% | +199.0% |
| 3Y | +668.0% | +185.9% | +482.0% | +438.6% |
| 5Y | +644.7% | +97.0% | +547.8% | +467.3% |
| 10Y | +1,326.7% | +306.8% | +1,019.9% | +699.3% |
| All | +1,326.7% | +308.1% | +1,018.6% | +699.3% |
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