+667.3%
TSEM vs CRL
-37.4%
+704.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.7% | +1.5% | -0.7% |
| 7D | +10.4% | -0.6% | +11.0% | +10.5% |
| 30D | -12.9% | +5.0% | -17.9% | -13.7% |
| 3M | -9.2% | +50.6% | -59.8% | -16.1% |
| 6M | +98.8% | +60.9% | +37.8% | +80.2% |
| YTD | +87.2% | +40.7% | +46.5% | +73.6% |
| 1Y | +239.0% | +73.3% | +165.7% | +200.1% |
| 3Y | +679.5% | +40.6% | +638.9% | +596.2% |
| 5Y | +667.3% | -37.0% | +704.2% | +679.3% |
| All | +667.3% | -37.4% | +704.7% | +679.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling