-51.7%
TSEM vs CRL
+1,379.5%
-1,431.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -1.7% | +9.5% | +8.3% |
| 7D | +6.9% | -1.0% | +7.9% | +7.2% |
| 30D | +5.3% | +10.7% | -5.4% | +2.3% |
| 3M | -14.9% | +55.3% | -70.2% | -26.0% |
| 6M | +80.0% | +60.7% | +19.4% | +53.3% |
| YTD | +89.4% | +44.6% | +44.7% | +65.2% |
| 1Y | +253.1% | +77.7% | +175.3% | +187.5% |
| 3Y | +642.1% | +37.6% | +604.5% | +521.9% |
| 5Y | +659.1% | -35.8% | +694.9% | +671.6% |
| 10Y | +1,291.4% | +241.7% | +1,049.6% | +712.1% |
| All | -51.7% | +1,379.5% | -1,431.2% | -79.1% |
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 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