+80.5%
TSEM vs CNI
+37.5%
+42.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +2.1% | -10.9% | -8.7% |
| 7D | -23.1% | +3.7% | -26.9% | -23.1% |
| 30D | -40.4% | +8.1% | -48.5% | -40.5% |
| 3M | -37.9% | +1.9% | -39.7% | -37.5% |
| 6M | -30.8% | +19.2% | -50.0% | -33.9% |
| YTD | +26.7% | +32.7% | -6.0% | +18.2% |
| 1Y | +80.5% | +37.0% | +43.5% | +62.7% |
| All | +80.5% | +37.5% | +42.9% | +62.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 1y: compounded portfolio wealth divided by compounded CNI 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…
1y analysis · Full analysis span regression · 6 months rolling