+786.5%
TSEM vs CRL
+350.3%
+436.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.8% | -6.1% | -6.7% |
| 7D | +7.0% | +0.1% | +6.8% | +7.0% |
| 30D | -29.8% | +11.9% | -41.7% | -31.6% |
| 3M | -41.9% | +20.2% | -62.1% | -44.7% |
| 6M | -45.8% | +107.5% | -153.3% | -56.8% |
| YTD | +25.1% | +69.4% | -44.3% | +4.8% |
| 1Y | +48.2% | +99.7% | -51.5% | +17.7% |
| 3Y | +476.5% | +98.8% | +377.7% | +331.8% |
| 5Y | +301.4% | -12.4% | +313.9% | +295.5% |
| All | +786.5% | +350.3% | +436.2% | +314.7% |
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