+337.5%
TSEM vs CG
-17.8%
+355.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -1.4% | +9.0% | +8.2% |
| 7D | +6.8% | -3.8% | +10.6% | +8.6% |
| 30D | -26.6% | +7.5% | -34.1% | -28.8% |
| 3M | -36.3% | -14.4% | -22.0% | -33.0% |
| 6M | -30.6% | -15.7% | -14.9% | -26.9% |
| YTD | +35.3% | -29.0% | +64.3% | +51.1% |
| 1Y | +59.2% | -22.1% | +81.3% | +72.0% |
| 3Y | +547.7% | +49.1% | +498.5% | +472.7% |
| 5Y | +337.5% | -18.4% | +355.9% | +398.9% |
| All | +337.5% | -17.8% | +355.3% | +398.9% |
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