+679.5%
TSEM vs CLX
-34.1%
+713.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.4% | -1.4% |
| 7D | +10.4% | -3.5% | +14.0% | +9.8% |
| 30D | -12.9% | -11.9% | -1.1% | -14.6% |
| 3M | -9.2% | -2.6% | -6.6% | -9.4% |
| 6M | +98.8% | -18.2% | +116.9% | +97.9% |
| YTD | +87.2% | -5.9% | +93.1% | +87.8% |
| 1Y | +239.0% | -23.8% | +262.8% | +242.6% |
| 3Y | +679.5% | -33.6% | +713.1% | +657.6% |
| All | +679.5% | -34.1% | +713.6% | +657.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling