-65.5%
TSEM vs CRL
+1,657.4%
-1,722.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.9% | +8.5% | +7.9% |
| 7D | +6.8% | +5.0% | +1.7% | +5.5% |
| 30D | -26.6% | +13.5% | -40.1% | -29.0% |
| 3M | -36.3% | +21.5% | -57.9% | -39.7% |
| 6M | -30.6% | +103.4% | -134.0% | -44.5% |
| YTD | +35.3% | +71.8% | -36.5% | +12.7% |
| 1Y | +59.2% | +97.5% | -38.3% | +27.0% |
| 3Y | +547.7% | +99.2% | +448.4% | +389.3% |
| 5Y | +337.5% | -12.1% | +349.7% | +306.8% |
| 10Y | +887.4% | +359.2% | +528.2% | +432.0% |
| All | -65.5% | +1,657.4% | -1,722.9% | -85.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling