+667.3%
TSEM vs CNP
+76.4%
+590.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.3% | -1.2% |
| 7D | +10.4% | +1.6% | +8.8% | +10.2% |
| 30D | -12.9% | -0.8% | -12.2% | -12.9% |
| 3M | -9.2% | -3.6% | -5.6% | -9.1% |
| 6M | +98.8% | -6.9% | +105.7% | +99.8% |
| YTD | +87.2% | +6.4% | +80.8% | +85.0% |
| 1Y | +239.0% | +9.9% | +229.0% | +232.6% |
| 3Y | +679.5% | +53.1% | +626.4% | +617.0% |
| 5Y | +667.3% | +72.0% | +595.3% | +588.4% |
| All | +667.3% | +76.4% | +590.8% | +588.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling