+80.5%
TSEM vs CRL
+85.3%
-4.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -7.3% | -1.5% | -8.0% |
| 7D | -23.1% | -12.8% | -10.4% | -22.1% |
| 30D | -40.4% | +5.0% | -45.4% | -39.7% |
| 3M | -37.9% | +39.4% | -77.2% | -36.8% |
| 6M | -30.8% | +89.4% | -120.2% | -31.5% |
| YTD | +26.7% | +63.6% | -36.8% | +26.7% |
| 1Y | +80.5% | +83.5% | -3.0% | +81.5% |
| All | +80.5% | +85.3% | -4.9% | +81.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1y: compounded portfolio wealth divided by compounded CRL 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…
1y analysis · Full analysis span regression · 6 months rolling