+1,259.9%
TSEM vs CNP
+137.1%
+1,122.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.6% | -2.3% | -3.5% |
| 7D | +0.9% | -2.2% | +3.1% | +1.6% |
| 30D | -16.6% | -2.1% | -14.6% | -16.1% |
| 3M | -10.9% | -7.9% | -3.0% | -9.0% |
| 6M | +78.0% | -8.3% | +86.3% | +81.9% |
| YTD | +77.2% | +3.8% | +73.4% | +74.1% |
| 1Y | +207.6% | +5.9% | +201.7% | +199.4% |
| 3Y | +637.8% | +49.3% | +588.6% | +534.9% |
| 5Y | +617.0% | +69.3% | +547.7% | +480.1% |
| All | +1,259.9% | +137.1% | +1,122.9% | +842.0% |
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