+1,412.5%
TSEM vs CG
+351.2%
+1,061.3%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -1.6% | +9.5% | +8.4% |
| 7D | +6.9% | -4.3% | +11.2% | +8.6% |
| 30D | +5.3% | -5.1% | +10.4% | +6.7% |
| 3M | -14.9% | +8.7% | -23.6% | -18.0% |
| 6M | +80.0% | -9.2% | +89.3% | +85.1% |
| YTD | +89.4% | -18.9% | +108.2% | +101.5% |
| 1Y | +253.1% | -25.6% | +278.7% | +286.7% |
| 3Y | +642.1% | +57.3% | +584.8% | +518.4% |
| 5Y | +659.1% | +10.2% | +648.9% | +583.4% |
| 10Y | +1,291.4% | +364.2% | +927.1% | +656.0% |
| All | +1,412.5% | +351.2% | +1,061.3% | +626.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling