+253.1%
TSEM vs CRS
+102.1%
+151.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +1.7% | +6.2% | +7.0% |
| 7D | +6.9% | -0.2% | +7.1% | +7.0% |
| 30D | +5.3% | -16.6% | +21.9% | +15.8% |
| 3M | -14.9% | -3.5% | -11.4% | -11.4% |
| 6M | +80.0% | +15.4% | +64.6% | +72.8% |
| YTD | +89.4% | +51.2% | +38.2% | +69.5% |
| 1Y | +253.1% | +98.3% | +154.8% | +201.7% |
| All | +253.1% | +102.1% | +151.0% | +201.7% |
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