+2,027.7%
TSEM vs CFG
+396.4%
+1,631.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -0.1% | +7.9% | +7.9% |
| 7D | +6.9% | +1.5% | +5.4% | +6.3% |
| 30D | +5.3% | -3.8% | +9.1% | +6.9% |
| 3M | -14.9% | +11.5% | -26.4% | -18.4% |
| 6M | +80.0% | +19.2% | +60.8% | +68.8% |
| YTD | +89.4% | +23.7% | +65.6% | +74.8% |
| 1Y | +253.1% | +38.8% | +214.2% | +212.5% |
| 3Y | +642.1% | +178.9% | +463.2% | +413.5% |
| 5Y | +659.1% | +101.8% | +557.3% | +463.5% |
| 10Y | +1,291.4% | +317.3% | +974.1% | +587.9% |
| All | +2,027.7% | +396.4% | +1,631.3% | +881.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling