+617.0%
TSEM vs CLBK
+41.8%
+575.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.5% | -4.4% | -4.0% |
| 7D | +0.9% | -1.4% | +2.3% | +1.2% |
| 30D | -16.6% | +4.5% | -21.2% | -17.4% |
| 3M | -10.9% | +22.8% | -33.7% | -15.2% |
| 6M | +78.0% | +43.4% | +34.6% | +63.5% |
| YTD | +77.2% | +64.1% | +13.1% | +57.2% |
| 1Y | +207.6% | +67.6% | +140.0% | +171.0% |
| 3Y | +637.8% | +53.3% | +584.6% | +553.6% |
| 5Y | +617.0% | +44.8% | +572.2% | +498.6% |
| All | +617.0% | +41.8% | +575.1% | +498.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling