+207.6%
TSEM vs CLBK
+66.6%
+141.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.5% | -4.4% | -4.0% |
| 7D | +0.9% | -1.4% | +2.3% | +1.1% |
| 30D | -16.6% | +4.5% | -21.2% | -16.9% |
| 3M | -10.9% | +22.8% | -33.7% | -12.7% |
| 6M | +78.0% | +43.4% | +34.6% | +68.5% |
| YTD | +77.2% | +64.1% | +13.1% | +64.6% |
| 1Y | +207.6% | +67.6% | +140.0% | +184.7% |
| All | +207.6% | +66.6% | +141.0% | +184.7% |
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