+468.0%
TSEM vs CLBK
+60.9%
+407.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.5% | -6.4% | -6.8% |
| 7D | +7.0% | +0.9% | +6.1% | +6.7% |
| 30D | -29.8% | +3.4% | -33.2% | -30.6% |
| 3M | -41.9% | -4.3% | -37.7% | -41.2% |
| 6M | -45.8% | +28.4% | -74.1% | -50.5% |
| YTD | +25.1% | +59.4% | -34.3% | +5.4% |
| 1Y | +48.2% | +64.8% | -16.6% | +23.4% |
| 3Y | +476.5% | +50.6% | +425.9% | +382.5% |
| 5Y | +301.4% | +28.3% | +273.2% | +234.0% |
| All | +468.0% | +60.9% | +407.2% | +319.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling