+1,282.5%
TSEM vs CRS
+1,392.1%
-109.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +2.0% |
| 7D | -4.9% | -6.8% | +1.9% | -2.8% |
| 30D | -18.7% | -16.1% | -2.6% | -14.1% |
| 3M | -18.1% | -21.2% | +3.0% | -11.5% |
| 6M | +77.1% | +8.7% | +68.4% | +74.1% |
| YTD | +80.1% | +41.0% | +39.2% | +64.2% |
| 1Y | +220.4% | +82.7% | +137.7% | +169.3% |
| 3Y | +650.1% | +604.8% | +45.3% | +327.1% |
| 5Y | +628.9% | +1,384.7% | -755.8% | +216.6% |
| All | +1,282.5% | +1,392.1% | -109.6% | +474.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling