+253.1%
TSEM vs CLBK
+73.3%
+179.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | 0.0% | +7.8% | +7.8% |
| 7D | +6.9% | +1.2% | +5.7% | +6.8% |
| 30D | +5.3% | +9.1% | -3.8% | +4.7% |
| 3M | -14.9% | +27.7% | -42.6% | -17.2% |
| 6M | +80.0% | +40.8% | +39.2% | +71.1% |
| YTD | +89.4% | +66.4% | +23.0% | +76.6% |
| 1Y | +253.1% | +72.4% | +180.7% | +231.5% |
| All | +253.1% | +73.3% | +179.8% | +231.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 1y: compounded portfolio wealth divided by compounded CLBK 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…
1y analysis · Full analysis span regression · 6 months rolling