+865.7%
TSEM vs CFG
+248.3%
+617.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +2.9% | +7.9% | +9.9% |
| 7D | -2.0% | +0.3% | -2.2% | -2.0% |
| 30D | -33.4% | +3.2% | -36.6% | -34.1% |
| 3M | -39.7% | -9.7% | -30.0% | -37.5% |
| 6M | -27.8% | +3.6% | -31.5% | -29.1% |
| YTD | +29.7% | +14.7% | +15.0% | +23.2% |
| 1Y | +81.1% | +29.6% | +51.6% | +65.2% |
| 3Y | +529.3% | +190.6% | +338.7% | +341.3% |
| 5Y | +315.0% | +67.1% | +247.9% | +234.6% |
| 10Y | +865.7% | +237.0% | +628.7% | +533.6% |
| All | +865.7% | +248.3% | +617.4% | +533.6% |
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