+667.3%
TSEM vs CG
+9.5%
+657.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.0% | -0.3% |
| 7D | +10.4% | -1.3% | +11.7% | +10.9% |
| 30D | -12.9% | -3.2% | -9.8% | -12.3% |
| 3M | -9.2% | +6.2% | -15.4% | -11.9% |
| 6M | +98.8% | -4.7% | +103.4% | +100.6% |
| YTD | +87.2% | -20.6% | +107.8% | +101.1% |
| 1Y | +239.0% | -26.4% | +265.3% | +273.2% |
| 3Y | +679.5% | +55.4% | +624.1% | +571.2% |
| 5Y | +667.3% | +9.8% | +657.4% | +637.9% |
| All | +667.3% | +9.5% | +657.8% | +637.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling