+1,259.9%
TSEM vs CRL
+249.3%
+1,010.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.9% | -2.0% | -3.4% |
| 7D | +0.9% | -6.9% | +7.9% | +3.0% |
| 30D | -16.6% | -3.2% | -13.4% | -15.9% |
| 3M | -10.9% | +46.5% | -57.5% | -21.3% |
| 6M | +78.0% | +63.1% | +14.9% | +50.5% |
| YTD | +77.2% | +36.9% | +40.3% | +57.1% |
| 1Y | +207.6% | +78.1% | +129.5% | +148.8% |
| 3Y | +637.8% | +36.7% | +601.2% | +516.5% |
| 5Y | +617.0% | -38.1% | +655.1% | +690.9% |
| All | +1,259.9% | +249.3% | +1,010.6% | +590.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling