+253.1%
TSEM vs CG
-24.3%
+277.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -1.6% | +9.5% | +8.5% |
| 7D | +6.9% | -4.3% | +11.2% | +8.7% |
| 30D | +5.3% | -5.1% | +10.4% | +6.9% |
| 3M | -14.9% | +8.7% | -23.6% | -18.7% |
| 6M | +80.0% | -9.2% | +89.3% | +85.9% |
| YTD | +89.4% | -18.9% | +108.2% | +102.2% |
| 1Y | +253.1% | -25.6% | +278.7% | +268.1% |
| All | +253.1% | -24.3% | +277.4% | +268.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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