+11.3%
TSEM vs CLX
+1,526.1%
-1,514.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -1.3% | +9.2% | +7.9% |
| 7D | +6.9% | -9.2% | +16.1% | +7.5% |
| 30D | +5.3% | -11.0% | +16.4% | +6.0% |
| 3M | -14.9% | +5.0% | -20.0% | -15.6% |
| 6M | +80.0% | -18.8% | +98.8% | +82.0% |
| YTD | +89.4% | -4.4% | +93.8% | +89.0% |
| 1Y | +253.1% | -21.9% | +274.9% | +257.5% |
| 3Y | +642.1% | -32.8% | +674.9% | +657.3% |
| 5Y | +659.1% | -34.6% | +693.7% | +671.5% |
| 10Y | +1,291.4% | -4.7% | +1,296.1% | +1,245.5% |
| All | +11.3% | +1,526.1% | -1,514.8% | -9.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling