+471.3%
TSEM vs CP
+26.5%
+444.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.7% | +6.5% | +5.4% |
| 7D | -17.5% | +2.8% | -20.3% | -18.4% |
| 30D | -44.7% | +10.2% | -54.9% | -47.0% |
| 3M | -38.9% | +2.4% | -41.2% | -39.6% |
| 6M | -36.7% | +7.7% | -44.3% | -39.2% |
| YTD | +17.0% | +26.0% | -9.0% | +4.0% |
| 1Y | +62.8% | +34.6% | +28.2% | +39.9% |
| 3Y | +471.3% | +26.7% | +444.6% | +393.8% |
| All | +471.3% | +26.5% | +444.8% | +393.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling