+973.9%
TSEM vs CG
+278.1%
+695.8%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.3% | +3.6% | +0.9% |
| 7D | +20.5% | -1.5% | +22.0% | +21.2% |
| 30D | -29.0% | +5.7% | -34.6% | -30.6% |
| 3M | -39.4% | -17.9% | -21.5% | -35.4% |
| 6M | -28.5% | -20.2% | -8.3% | -23.3% |
| YTD | +34.4% | -32.0% | +66.4% | +51.9% |
| 1Y | +48.3% | -27.0% | +75.4% | +63.6% |
| 3Y | +543.5% | +42.8% | +500.8% | +456.1% |
| 5Y | +331.4% | -23.4% | +354.9% | +341.9% |
| 10Y | +881.1% | +278.2% | +602.9% | +471.2% |
| All | +973.9% | +278.1% | +695.8% | +448.0% |
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