+490.1%
CSX vs TSEM
+1,298.4%
-808.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +7.8% | -7.0% | -0.4% |
| 7D | -3.4% | +6.9% | -10.3% | -4.5% |
| 30D | -3.1% | +5.3% | -8.4% | -4.4% |
| 3M | +7.2% | -14.9% | +22.1% | +7.6% |
| 6M | +16.2% | +80.0% | -63.9% | -1.3% |
| YTD | +37.5% | +89.4% | -51.8% | +14.7% |
| 1Y | +53.2% | +253.1% | -199.9% | +10.5% |
| 3Y | +68.2% | +642.1% | -573.9% | -2.3% |
| 5Y | +65.2% | +659.1% | -593.9% | -8.3% |
| All | +490.1% | +1,298.4% | -808.3% | +167.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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