+59.2%
TSEM vs CRL
+101.9%
-42.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.9% | +8.5% | +7.8% |
| 7D | +6.8% | +5.0% | +1.7% | +6.0% |
| 30D | -26.6% | +13.5% | -40.1% | -26.4% |
| 3M | -36.3% | +21.5% | -57.9% | -36.2% |
| 6M | -30.6% | +103.4% | -134.0% | -32.9% |
| YTD | +35.3% | +71.8% | -36.5% | +32.3% |
| 1Y | +59.2% | +97.5% | -38.3% | +51.4% |
| All | +59.2% | +101.9% | -42.7% | +51.4% |
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