+84.0%
TSEM vs CNI
+6,544.5%
-6,460.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.2% | -1.2% |
| 7D | +10.4% | +2.5% | +7.9% | +9.2% |
| 30D | -12.9% | -2.5% | -10.4% | -11.9% |
| 3M | -9.2% | +2.7% | -11.9% | -10.9% |
| 6M | +98.8% | +16.9% | +81.8% | +83.3% |
| YTD | +87.2% | +26.3% | +60.9% | +66.0% |
| 1Y | +239.0% | +31.1% | +207.9% | +194.9% |
| 3Y | +679.5% | +21.1% | +658.4% | +598.4% |
| 5Y | +667.3% | +11.0% | +656.2% | +601.1% |
| 10Y | +1,301.0% | +128.1% | +1,172.9% | +810.4% |
| All | +84.0% | +6,544.5% | -6,460.5% | -60.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling