+11.3%
TSEM vs CNP
+1,253.4%
-1,242.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -0.8% | +8.6% | +8.0% |
| 7D | +6.9% | +1.1% | +5.8% | +6.7% |
| 30D | +5.3% | -1.8% | +7.1% | +5.6% |
| 3M | -14.9% | -4.6% | -10.3% | -14.5% |
| 6M | +80.0% | -8.8% | +88.9% | +82.3% |
| YTD | +89.4% | +5.2% | +84.1% | +87.3% |
| 1Y | +253.1% | +8.3% | +244.8% | +247.1% |
| 3Y | +642.1% | +54.9% | +587.2% | +584.9% |
| 5Y | +659.1% | +73.5% | +585.6% | +583.6% |
| 10Y | +1,291.4% | +139.1% | +1,152.2% | +1,066.9% |
| All | +11.3% | +1,253.4% | -1,242.1% | -0.9% |
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