+1,259.9%
TSEM vs CG
+321.9%
+938.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.4% | -1.6% | -3.0% |
| 7D | +0.9% | -9.8% | +10.7% | +5.0% |
| 30D | -16.6% | -10.3% | -6.3% | -13.4% |
| 3M | -10.9% | -1.7% | -9.2% | -10.9% |
| 6M | +78.0% | -9.8% | +87.8% | +83.6% |
| YTD | +77.2% | -25.6% | +102.8% | +95.7% |
| 1Y | +207.6% | -32.5% | +240.1% | +251.7% |
| 3Y | +637.8% | +45.6% | +592.2% | +524.8% |
| 5Y | +617.0% | +3.7% | +613.3% | +558.5% |
| All | +1,259.9% | +321.9% | +938.1% | +668.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling