+310.9%
TSEM vs CRL
-9.4%
+320.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.1% | -0.9% | -2.7% |
| 7D | -9.5% | -1.7% | -7.8% | -9.0% |
| 30D | -35.5% | +14.6% | -50.0% | -36.7% |
| 3M | -41.6% | +24.8% | -66.4% | -43.5% |
| 6M | -30.1% | +94.7% | -124.7% | -38.2% |
| YTD | +25.7% | +73.4% | -47.6% | +12.9% |
| 1Y | +50.5% | +104.7% | -54.2% | +30.7% |
| 3Y | +501.7% | +101.1% | +400.7% | +412.8% |
| 5Y | +310.9% | -10.8% | +321.7% | +292.1% |
| All | +310.9% | -9.4% | +320.3% | +292.1% |
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