+80.5%
TSEM vs CLX
-6.5%
+87.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +5.7% | -14.5% | -6.4% |
| 7D | -23.1% | +14.2% | -37.3% | -18.8% |
| 30D | -40.4% | +22.7% | -63.0% | -35.2% |
| 3M | -37.9% | -2.8% | -35.1% | -38.1% |
| 6M | -30.8% | +17.7% | -48.5% | -27.2% |
| YTD | +26.7% | +3.3% | +23.4% | +46.4% |
| 1Y | +80.5% | -5.6% | +86.1% | +99.9% |
| All | +80.5% | -6.5% | +87.0% | +99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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