+11.3%
TSEM vs CMS
+754.3%
-743.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -0.2% | +8.0% | +7.9% |
| 7D | +6.9% | +0.4% | +6.5% | +6.8% |
| 30D | +5.3% | -3.6% | +8.9% | +6.0% |
| 3M | -14.9% | -1.9% | -13.0% | -15.0% |
| 6M | +80.0% | -11.0% | +91.0% | +83.1% |
| YTD | +89.4% | +0.2% | +89.2% | +88.5% |
| 1Y | +253.1% | -1.3% | +254.4% | +252.0% |
| 3Y | +642.1% | +35.9% | +606.2% | +590.4% |
| 5Y | +659.1% | +23.1% | +636.0% | +612.2% |
| 10Y | +1,291.4% | +117.9% | +1,173.5% | +1,053.4% |
| All | +11.3% | +754.3% | -743.0% | -39.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling