+1,259.9%
TSEM vs CLX
-2.6%
+1,262.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.9% | -3.0% | -3.9% |
| 7D | +0.9% | -5.9% | +6.8% | +0.8% |
| 30D | -16.6% | -17.0% | +0.4% | -16.9% |
| 3M | -10.9% | -9.6% | -1.3% | -10.9% |
| 6M | +78.0% | -21.5% | +99.5% | +78.6% |
| YTD | +77.2% | -8.8% | +86.0% | +77.1% |
| 1Y | +207.6% | -24.7% | +232.2% | +209.7% |
| 3Y | +637.8% | -35.6% | +673.5% | +645.3% |
| 5Y | +617.0% | -37.6% | +654.6% | +623.5% |
| All | +1,259.9% | -2.6% | +1,262.5% | +1,142.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling