-23.8%
TSEM vs CNP
+1,292.3%
-1,316.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +0.4% | +10.5% | +10.8% |
| 7D | -2.0% | -4.3% | +2.4% | -1.2% |
| 30D | -33.4% | +5.7% | -39.1% | -34.0% |
| 3M | -39.7% | +0.9% | -40.6% | -39.8% |
| 6M | -27.8% | -1.1% | -26.8% | -27.8% |
| YTD | +29.7% | +8.3% | +21.4% | +27.7% |
| 1Y | +81.1% | +5.9% | +75.2% | +78.9% |
| 3Y | +529.3% | +64.6% | +464.7% | +475.6% |
| 5Y | +315.0% | +74.6% | +240.4% | +273.7% |
| 10Y | +865.7% | +139.8% | +725.8% | +709.4% |
| All | -23.8% | +1,292.3% | -1,316.1% | -32.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling