+50.5%
TSEM vs CP
+32.8%
+17.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.3% | -2.8% | -3.1% |
| 7D | -9.5% | +2.8% | -12.3% | -9.3% |
| 30D | -35.5% | +11.0% | -46.5% | -35.7% |
| 3M | -41.6% | +3.8% | -45.4% | -41.1% |
| 6M | -30.1% | +9.5% | -39.5% | -30.2% |
| YTD | +25.7% | +28.2% | -2.5% | +28.5% |
| 1Y | +50.5% | +33.0% | +17.5% | +48.7% |
| All | +50.5% | +32.8% | +17.7% | +48.7% |
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