+849.8%
TSEM vs CNP
+143.3%
+706.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.1% | -4.1% | -3.4% |
| 7D | -9.5% | -3.0% | -6.4% | -8.5% |
| 30D | -35.5% | +6.8% | -42.3% | -36.8% |
| 3M | -41.6% | +3.6% | -45.2% | -42.2% |
| 6M | -30.1% | 0.0% | -30.0% | -30.3% |
| YTD | +25.7% | +9.4% | +16.3% | +21.6% |
| 1Y | +50.5% | +6.8% | +43.6% | +46.3% |
| 3Y | +501.7% | +64.2% | +437.6% | +402.3% |
| 5Y | +310.9% | +76.0% | +234.9% | +228.5% |
| 10Y | +849.8% | +143.3% | +706.5% | +535.1% |
| All | +849.8% | +143.3% | +706.5% | +535.1% |
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