+471.3%
TSEM vs CMS
+35.4%
+435.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -2.1% | +7.0% | +4.2% |
| 7D | -17.5% | -1.3% | -16.2% | -17.8% |
| 30D | -44.7% | +6.3% | -51.0% | -43.8% |
| 3M | -38.9% | -2.1% | -36.8% | -39.0% |
| 6M | -36.7% | -5.1% | -31.6% | -37.3% |
| YTD | +17.0% | +1.3% | +15.7% | +17.1% |
| 1Y | +62.8% | -1.4% | +64.2% | +62.5% |
| 3Y | +471.3% | +36.9% | +434.4% | +432.6% |
| All | +471.3% | +35.4% | +435.9% | +432.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling