+1,301.0%
TSEM vs CP
+219.6%
+1,081.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.9% |
| 7D | +10.4% | +2.4% | +8.0% | +9.2% |
| 30D | -12.9% | -0.5% | -12.4% | -12.7% |
| 3M | -9.2% | +1.4% | -10.6% | -10.3% |
| 6M | +98.8% | +10.3% | +88.5% | +88.2% |
| YTD | +87.2% | +24.3% | +62.9% | +66.5% |
| 1Y | +239.0% | +20.4% | +218.5% | +205.5% |
| 3Y | +679.5% | +21.8% | +657.7% | +589.6% |
| 5Y | +667.3% | +31.5% | +635.7% | +528.7% |
| 10Y | +1,301.0% | +223.2% | +1,077.8% | +599.9% |
| All | +1,301.0% | +219.6% | +1,081.4% | +599.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling