+679.5%
TSEM vs CRL
+37.9%
+641.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.7% | +1.5% | -0.6% |
| 7D | +10.4% | -0.6% | +11.0% | +10.5% |
| 30D | -12.9% | +5.0% | -17.9% | -13.8% |
| 3M | -9.2% | +50.6% | -59.8% | -17.3% |
| 6M | +98.8% | +60.9% | +37.8% | +76.7% |
| YTD | +87.2% | +40.7% | +46.5% | +71.3% |
| 1Y | +239.0% | +73.3% | +165.7% | +191.6% |
| 3Y | +679.5% | +40.6% | +638.9% | +568.7% |
| All | +679.5% | +37.9% | +641.6% | +568.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling