-26.5%
TSEM vs CRS
+4,263.8%
-4,290.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.7% | -4.3% | -6.2% |
| 7D | +7.0% | +4.8% | +2.2% | +5.7% |
| 30D | -29.8% | -23.2% | -6.6% | -23.9% |
| 3M | -41.9% | -45.5% | +3.6% | -30.3% |
| 6M | -45.8% | -33.1% | -12.6% | -38.5% |
| YTD | +25.1% | -7.2% | +32.3% | +29.2% |
| 1Y | +48.2% | -10.0% | +58.3% | +54.3% |
| 3Y | +476.5% | +332.3% | +144.2% | +274.4% |
| 5Y | +301.4% | +801.9% | -500.4% | +99.4% |
| 10Y | +812.9% | +820.9% | -8.0% | +300.3% |
| All | -26.5% | +4,263.8% | -4,290.3% | -84.0% |
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