+273.0%
TSEM vs CMS
+32.6%
+240.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -2.1% | +7.0% | +4.6% |
| 7D | -17.5% | -1.3% | -16.2% | -17.6% |
| 30D | -44.7% | +6.3% | -51.0% | -44.3% |
| 3M | -38.9% | -2.1% | -36.8% | -38.9% |
| 6M | -36.7% | -5.1% | -31.6% | -36.9% |
| YTD | +17.0% | +1.3% | +15.7% | +16.8% |
| 1Y | +62.8% | -1.4% | +64.2% | +62.5% |
| 3Y | +471.3% | +36.9% | +434.4% | +462.4% |
| All | +273.0% | +32.6% | +240.4% | +268.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling