+644.7%
TSEM vs CLX
-37.0%
+681.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.7% | -1.6% |
| 7D | +4.7% | -4.9% | +9.7% | +4.3% |
| 30D | -14.2% | -15.8% | +1.6% | -15.3% |
| 3M | -5.0% | -7.9% | +2.9% | -5.3% |
| 6M | +87.6% | -19.0% | +106.6% | +87.2% |
| YTD | +84.4% | -7.9% | +92.4% | +84.3% |
| 1Y | +235.4% | -25.4% | +260.8% | +237.0% |
| 3Y | +668.0% | -35.0% | +703.0% | +669.7% |
| 5Y | +644.7% | -36.8% | +681.5% | +642.3% |
| All | +644.7% | -37.0% | +681.7% | +642.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling