-20.5%
TSEM vs CPB
+184.7%
-205.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -1.2% | +8.9% | +7.7% |
| 7D | +6.8% | -4.1% | +10.9% | +6.8% |
| 30D | -26.6% | +16.9% | -43.5% | -26.9% |
| 3M | -36.3% | -0.6% | -35.8% | -36.3% |
| 6M | -30.6% | +11.4% | -42.0% | -31.1% |
| YTD | +35.3% | -14.8% | +50.1% | +36.1% |
| 1Y | +59.2% | -24.8% | +84.0% | +61.5% |
| 3Y | +547.7% | -36.6% | +584.3% | +561.0% |
| 5Y | +337.5% | -33.3% | +370.9% | +341.8% |
| 10Y | +887.4% | -40.4% | +927.8% | +895.0% |
| All | -20.5% | +184.7% | -205.2% | -6.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling