+253.1%
TSEM vs CMS
-1.9%
+254.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -0.2% | +8.0% | +7.8% |
| 7D | +6.9% | +0.4% | +6.5% | +7.0% |
| 30D | +5.3% | -3.6% | +8.9% | +4.0% |
| 3M | -14.9% | -1.9% | -13.0% | -18.1% |
| 6M | +80.0% | -11.0% | +91.0% | +76.4% |
| YTD | +89.4% | +0.2% | +89.2% | +86.6% |
| 1Y | +253.1% | -1.3% | +254.4% | +250.6% |
| All | +253.1% | -1.9% | +254.9% | +250.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 1y: compounded portfolio wealth divided by compounded CMS 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…
1y analysis · Full analysis span regression · 6 months rolling