+786.5%
TSEM vs CPB
-38.9%
+825.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +3.2% | -10.1% | -6.5% |
| 7D | +7.0% | -1.6% | +8.5% | +6.8% |
| 30D | -29.8% | +19.2% | -49.0% | -27.8% |
| 3M | -41.9% | -0.9% | -41.0% | -41.3% |
| 6M | -45.8% | +15.2% | -61.0% | -44.3% |
| YTD | +25.1% | -13.1% | +38.2% | +27.4% |
| 1Y | +48.2% | -22.4% | +70.7% | +50.8% |
| 3Y | +476.5% | -35.3% | +511.8% | +484.9% |
| 5Y | +301.4% | -33.0% | +334.4% | +305.8% |
| All | +786.5% | -38.9% | +825.4% | +801.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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