+239.0%
TSEM vs CFG
+39.0%
+200.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.5% |
| 7D | +10.4% | +2.7% | +7.7% | +8.9% |
| 30D | -12.9% | -3.7% | -9.3% | -11.0% |
| 3M | -9.2% | +9.5% | -18.7% | -13.7% |
| 6M | +98.8% | +22.2% | +76.5% | +75.6% |
| YTD | +87.2% | +22.3% | +64.9% | +64.4% |
| 1Y | +239.0% | +39.4% | +199.5% | +181.3% |
| All | +239.0% | +39.0% | +200.0% | +181.3% |
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 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