-31.2%
TSEM vs CMS
+763.3%
-794.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -2.1% | +7.0% | +5.2% |
| 7D | -17.5% | -1.3% | -16.2% | -17.4% |
| 30D | -44.7% | +6.3% | -51.0% | -45.4% |
| 3M | -38.9% | -2.1% | -36.8% | -38.8% |
| 6M | -36.7% | -5.1% | -31.6% | -36.5% |
| YTD | +17.0% | +1.3% | +15.7% | +15.9% |
| 1Y | +62.8% | -1.4% | +64.2% | +62.1% |
| 3Y | +471.3% | +36.9% | +434.4% | +429.8% |
| 5Y | +290.3% | +32.5% | +257.7% | +260.3% |
| 10Y | +790.1% | +126.8% | +663.3% | +630.8% |
| All | -31.2% | +763.3% | -794.5% | -63.0% |
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