+786.5%
TSEM vs CNP
+146.5%
+640.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.6% | -7.5% | -7.1% |
| 7D | +7.0% | +1.3% | +5.7% | +6.5% |
| 30D | -29.8% | +3.8% | -33.6% | -30.6% |
| 3M | -41.9% | +2.4% | -44.3% | -42.4% |
| 6M | -45.8% | -1.2% | -44.6% | -45.8% |
| YTD | +25.1% | +9.3% | +15.8% | +21.0% |
| 1Y | +48.2% | +6.4% | +41.8% | +44.3% |
| 3Y | +476.5% | +66.4% | +410.1% | +379.1% |
| 5Y | +301.4% | +75.7% | +225.8% | +221.0% |
| All | +786.5% | +146.5% | +640.0% | +484.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 10y: compounded portfolio wealth divided by compounded CNP 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…
10y analysis · Full analysis span regression · 6 months rolling