+80.5%
TSEM vs CP
+35.2%
+45.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +3.5% | -12.2% | -8.5% |
| 7D | -23.1% | +5.6% | -28.7% | -22.9% |
| 30D | -40.4% | +10.0% | -50.4% | -40.5% |
| 3M | -37.9% | +4.4% | -42.3% | -37.3% |
| 6M | -30.8% | +14.1% | -44.9% | -31.7% |
| YTD | +26.7% | +29.1% | -2.3% | +29.1% |
| 1Y | +80.5% | +34.6% | +45.9% | +77.3% |
| All | +80.5% | +35.2% | +45.3% | +77.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 1y: compounded portfolio wealth divided by compounded CP 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…
1y analysis · Full analysis span regression · 6 months rolling