+253.1%
TSEM vs CNI
+29.8%
+223.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +0.2% | +7.7% | +7.8% |
| 7D | +6.9% | -2.1% | +9.0% | +7.0% |
| 30D | +5.3% | -3.3% | +8.6% | +5.6% |
| 3M | -14.9% | +3.8% | -18.7% | -15.5% |
| 6M | +80.0% | +12.7% | +67.4% | +72.7% |
| YTD | +89.4% | +26.3% | +63.1% | +83.0% |
| 1Y | +253.1% | +29.9% | +223.2% | +237.4% |
| All | +253.1% | +29.8% | +223.3% | +237.4% |
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