+476.5%
TSEM vs CLX
-6.4%
+482.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.2% | -8.1% | -6.7% |
| 7D | +7.0% | +9.5% | -2.6% | +8.9% |
| 30D | -29.8% | +30.7% | -60.5% | -25.4% |
| 3M | -41.9% | +4.2% | -46.2% | -41.1% |
| 6M | -45.8% | +22.1% | -67.9% | -43.1% |
| YTD | +25.1% | +14.1% | +11.0% | +31.6% |
| 1Y | +48.2% | +10.3% | +37.9% | +55.7% |
| 3Y | +476.5% | -7.8% | +484.3% | +497.9% |
| All | +476.5% | -6.4% | +482.9% | +497.9% |
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 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