+299.0%
TSEM vs CLBK
+27.8%
+271.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.5% | -6.4% | -6.8% |
| 7D | +7.0% | +0.9% | +6.1% | +6.8% |
| 30D | -29.8% | +3.4% | -33.2% | -30.3% |
| 3M | -41.9% | -4.3% | -37.7% | -41.4% |
| 6M | -45.8% | +28.4% | -74.1% | -49.0% |
| YTD | +25.1% | +59.4% | -34.3% | +11.6% |
| 1Y | +48.2% | +64.8% | -16.6% | +31.2% |
| 3Y | +476.5% | +50.6% | +425.9% | +413.3% |
| All | +299.0% | +27.8% | +271.3% | +236.3% |
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