+80.5%
TSEM vs CG
-14.1%
+94.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +4.5% | -13.3% | -10.2% |
| 7D | -23.1% | +9.4% | -32.6% | -25.7% |
| 30D | -40.4% | +8.7% | -49.1% | -42.3% |
| 3M | -37.9% | -15.0% | -22.9% | -33.4% |
| 6M | -30.8% | -13.2% | -17.6% | -26.5% |
| YTD | +26.7% | -26.2% | +52.9% | +40.6% |
| 1Y | +80.5% | -14.1% | +94.6% | +61.1% |
| All | +80.5% | -14.1% | +94.5% | +61.1% |
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