+655.5%
TSEM vs CP
+17.1%
+638.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +0.3% | +7.5% | +7.7% |
| 7D | +6.9% | -2.7% | +9.6% | +8.1% |
| 30D | +5.3% | +0.2% | +5.1% | +5.2% |
| 3M | -14.9% | +2.6% | -17.5% | -16.2% |
| 6M | +80.0% | +6.0% | +74.1% | +74.4% |
| YTD | +89.4% | +24.9% | +64.4% | +69.8% |
| 1Y | +253.1% | +20.1% | +233.0% | +222.1% |
| All | +655.5% | +17.1% | +638.4% | +577.2% |
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