+273.0%
TSEM vs CFG
+61.2%
+211.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.9% | +5.8% | +5.2% |
| 7D | -17.5% | -0.9% | -16.6% | -17.3% |
| 30D | -44.7% | +1.1% | -45.7% | -45.0% |
| 3M | -38.9% | -12.0% | -26.9% | -36.0% |
| 6M | -36.7% | -2.2% | -34.4% | -36.5% |
| YTD | +17.0% | +11.4% | +5.6% | +11.7% |
| 1Y | +62.8% | +27.8% | +35.0% | +48.4% |
| 3Y | +471.3% | +173.3% | +298.0% | +324.7% |
| All | +273.0% | +61.2% | +211.8% | +231.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling