-26.1%
TSEM vs CNP
+1,307.0%
-1,333.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.1% | -4.1% | -3.2% |
| 7D | -9.5% | -3.0% | -6.4% | -9.0% |
| 30D | -35.5% | +6.8% | -42.3% | -36.2% |
| 3M | -41.6% | +3.6% | -45.2% | -41.9% |
| 6M | -30.1% | 0.0% | -30.0% | -30.2% |
| YTD | +25.7% | +9.4% | +16.3% | +23.6% |
| 1Y | +50.5% | +6.8% | +43.6% | +48.4% |
| 3Y | +501.7% | +64.2% | +437.6% | +450.6% |
| 5Y | +310.9% | +76.0% | +234.9% | +269.6% |
| 10Y | +849.8% | +143.3% | +706.5% | +694.3% |
| All | -26.1% | +1,307.0% | -1,333.1% | -34.6% |
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