-31.2%
TSEM vs CP
+9,388.5%
-9,419.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.7% | +6.5% | +5.5% |
| 7D | -17.5% | +2.8% | -20.3% | -18.5% |
| 30D | -44.7% | +10.2% | -54.9% | -47.0% |
| 3M | -38.9% | +2.4% | -41.2% | -39.7% |
| 6M | -36.7% | +7.7% | -44.3% | -39.1% |
| YTD | +17.0% | +26.0% | -9.0% | +5.5% |
| 1Y | +62.8% | +34.6% | +28.2% | +43.3% |
| 3Y | +471.3% | +26.7% | +444.6% | +410.8% |
| 5Y | +290.3% | +24.9% | +265.4% | +243.3% |
| 10Y | +790.1% | +258.6% | +531.5% | +423.8% |
| All | -31.2% | +9,388.5% | -9,419.8% | -82.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling