+80.5%
TSEM vs CRS
-3.8%
+84.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -1.6% | -7.2% | -7.7% |
| 7D | -23.1% | +4.3% | -27.4% | -25.2% |
| 30D | -40.4% | -25.5% | -14.9% | -27.7% |
| 3M | -37.9% | -48.7% | +10.8% | -2.9% |
| 6M | -30.8% | -31.6% | +0.8% | -7.8% |
| YTD | +26.7% | -7.0% | +33.8% | +47.4% |
| 1Y | +80.5% | -4.5% | +85.0% | +107.1% |
| All | +80.5% | -3.8% | +84.3% | +107.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 1y: compounded portfolio wealth divided by compounded CRS 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…
1y analysis · Full analysis span regression · 6 months rolling