+865.7%
TSEM vs CMS
+127.7%
+738.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +0.5% | +10.4% | +10.8% |
| 7D | -2.0% | -0.9% | -1.0% | -1.9% |
| 30D | -33.4% | +7.1% | -40.5% | -34.0% |
| 3M | -39.7% | -1.3% | -38.4% | -39.7% |
| 6M | -27.8% | -2.7% | -25.2% | -28.0% |
| YTD | +29.7% | +2.6% | +27.1% | +28.5% |
| 1Y | +81.1% | -2.0% | +83.1% | +80.6% |
| 3Y | +529.3% | +39.6% | +489.7% | +483.1% |
| 5Y | +315.0% | +35.3% | +279.6% | +281.0% |
| 10Y | +865.7% | +132.3% | +733.4% | +772.2% |
| All | +865.7% | +127.7% | +738.0% | +772.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling