+11.3%
TSEM vs CPB
+169.4%
-158.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -3.4% | +11.2% | +8.0% |
| 7D | +6.9% | -8.6% | +15.5% | +7.2% |
| 30D | +5.3% | -7.2% | +12.5% | +5.5% |
| 3M | -14.9% | +0.9% | -15.8% | -15.2% |
| 6M | +80.0% | -11.8% | +91.8% | +80.6% |
| YTD | +89.4% | -19.4% | +108.8% | +90.8% |
| 1Y | +253.1% | -30.4% | +283.5% | +259.0% |
| 3Y | +642.1% | -40.2% | +682.3% | +658.3% |
| 5Y | +659.1% | -39.5% | +698.6% | +670.3% |
| 10Y | +1,291.4% | -47.4% | +1,338.7% | +1,314.4% |
| All | +11.3% | +169.4% | -158.1% | +31.4% |
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