+786.5%
TSEM vs CMS
+140.2%
+646.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.7% | -8.6% | -7.1% |
| 7D | +7.0% | +1.7% | +5.2% | +6.8% |
| 30D | -29.8% | +6.2% | -36.0% | -30.3% |
| 3M | -41.9% | +0.6% | -42.6% | -42.0% |
| 6M | -45.8% | -1.8% | -44.0% | -45.9% |
| YTD | +25.1% | +3.8% | +21.3% | +23.8% |
| 1Y | +48.2% | -1.8% | +50.0% | +47.8% |
| 3Y | +476.5% | +39.8% | +436.7% | +434.8% |
| 5Y | +301.4% | +37.1% | +264.3% | +268.3% |
| All | +786.5% | +140.2% | +646.3% | +711.2% |
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