-31.2%
TSEM vs CPB
+195.1%
-226.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.3% | +6.1% | +4.9% |
| 7D | -17.5% | +8.0% | -25.5% | -17.6% |
| 30D | -44.7% | +22.4% | -67.1% | -45.0% |
| 3M | -38.9% | +3.8% | -42.7% | -38.9% |
| 6M | -36.7% | +13.7% | -50.3% | -37.1% |
| YTD | +17.0% | -11.7% | +28.7% | +17.6% |
| 1Y | +62.8% | -18.1% | +81.0% | +64.5% |
| 3Y | +471.3% | -34.7% | +506.0% | +483.1% |
| 5Y | +290.3% | -30.6% | +320.8% | +293.7% |
| 10Y | +790.1% | -37.1% | +827.2% | +794.8% |
| All | -31.2% | +195.1% | -226.4% | -19.0% |
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