-21.0%
TSEM vs CLX
+1,818.1%
-1,839.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.7% |
| 7D | +20.5% | +8.5% | +12.0% | +20.0% |
| 30D | -29.0% | +30.0% | -58.9% | -30.0% |
| 3M | -39.4% | +3.8% | -43.1% | -39.5% |
| 6M | -28.5% | +24.6% | -53.1% | -29.7% |
| YTD | +34.4% | +12.8% | +21.7% | +32.9% |
| 1Y | +48.3% | +8.6% | +39.7% | +47.0% |
| 3Y | +543.5% | -8.6% | +552.2% | +543.2% |
| 5Y | +331.4% | -21.8% | +353.2% | +333.9% |
| 10Y | +881.1% | +30.4% | +850.7% | +827.0% |
| All | -21.0% | +1,818.1% | -1,839.1% | -36.4% |
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