+1,326.7%
TSEM vs CPB
-44.2%
+1,370.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.0% | -1.4% |
| 7D | +4.7% | -8.0% | +12.7% | +3.9% |
| 30D | -14.2% | -2.4% | -11.8% | -14.3% |
| 3M | -5.0% | +0.5% | -5.6% | -4.6% |
| 6M | +87.6% | -10.5% | +98.0% | +88.1% |
| YTD | +84.4% | -17.5% | +102.0% | +84.7% |
| 1Y | +235.4% | -31.0% | +266.4% | +235.9% |
| 3Y | +668.0% | -40.6% | +708.6% | +667.8% |
| 5Y | +644.7% | -37.7% | +682.5% | +641.4% |
| 10Y | +1,326.7% | -43.4% | +1,370.1% | +1,325.7% |
| All | +1,326.7% | -44.2% | +1,370.9% | +1,325.7% |
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