+679.5%
TSEM vs CPB
-40.5%
+720.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.8% | -2.9% | -0.5% |
| 7D | +10.4% | -8.2% | +18.7% | +7.4% |
| 30D | -12.9% | -5.6% | -7.3% | -14.2% |
| 3M | -9.2% | +3.0% | -12.1% | -7.1% |
| 6M | +98.8% | -12.7% | +111.5% | +98.4% |
| YTD | +87.2% | -18.0% | +105.2% | +86.1% |
| 1Y | +239.0% | -31.7% | +270.7% | +232.7% |
| 3Y | +679.5% | -41.0% | +720.5% | +646.9% |
| All | +679.5% | -40.5% | +720.0% | +646.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling