+10.0%
TSEM vs CRS
+6,759.5%
-6,749.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.5% | +2.4% | -0.1% |
| 7D | +10.4% | -3.1% | +13.5% | +11.4% |
| 30D | -12.9% | -19.6% | +6.7% | -7.2% |
| 3M | -9.2% | -8.1% | -1.1% | -6.5% |
| 6M | +98.8% | +18.6% | +80.2% | +90.5% |
| YTD | +87.2% | +45.9% | +41.3% | +68.7% |
| 1Y | +239.0% | +82.5% | +156.5% | +184.4% |
| 3Y | +679.5% | +648.9% | +30.6% | +328.7% |
| 5Y | +667.3% | +1,438.1% | -770.9% | +224.1% |
| 10Y | +1,301.0% | +1,327.0% | -26.0% | +433.4% |
| All | +10.0% | +6,759.5% | -6,749.4% | -79.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling