+220.4%
TSEM vs CLX
-25.9%
+246.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +1.2% |
| 7D | -4.9% | -5.7% | +0.8% | -7.0% |
| 30D | -18.7% | -17.0% | -1.7% | -24.5% |
| 3M | -18.1% | -9.7% | -8.4% | -19.8% |
| 6M | +77.1% | -19.8% | +96.9% | +67.6% |
| YTD | +80.1% | -9.8% | +90.0% | +90.2% |
| 1Y | +220.4% | -26.2% | +246.6% | +199.7% |
| All | +220.4% | -25.9% | +246.2% | +199.7% |
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 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