+80.5%
TSEM vs CLBK
+65.7%
+14.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +0.9% | -9.6% | -8.8% |
| 7D | -23.1% | +4.6% | -27.7% | -23.4% |
| 30D | -40.4% | -1.5% | -38.9% | -40.0% |
| 3M | -37.9% | +4.4% | -42.3% | -37.7% |
| 6M | -30.8% | +31.7% | -62.5% | -34.5% |
| YTD | +26.7% | +58.7% | -32.0% | +13.6% |
| 1Y | +80.5% | +64.9% | +15.6% | +60.7% |
| All | +80.5% | +65.7% | +14.7% | +60.7% |
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