+501.7%
TSEM vs CRL
+102.9%
+398.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.1% | -0.9% | -2.6% |
| 7D | -9.5% | -1.7% | -7.8% | -9.0% |
| 30D | -35.5% | +14.6% | -50.0% | -36.8% |
| 3M | -41.6% | +24.8% | -66.4% | -43.8% |
| 6M | -30.1% | +94.7% | -124.7% | -39.6% |
| YTD | +25.7% | +73.4% | -47.6% | +11.0% |
| 1Y | +50.5% | +104.7% | -54.2% | +27.0% |
| 3Y | +501.7% | +101.1% | +400.7% | +348.4% |
| All | +501.7% | +102.9% | +398.8% | +348.4% |
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 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