+416.4%
CSX vs TSEM
+920.4%
-504.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +7.6% | -6.0% | +0.5% |
| 7D | -0.3% | +6.8% | -7.1% | -1.5% |
| 30D | +8.7% | -26.6% | +35.3% | +12.8% |
| 3M | +4.2% | -36.3% | +40.6% | +9.8% |
| 6M | +16.7% | -30.6% | +47.3% | +17.6% |
| YTD | +44.5% | +35.3% | +9.2% | +24.9% |
| 1Y | +50.3% | +59.2% | -8.9% | +25.0% |
| 3Y | +76.3% | +547.7% | -471.3% | +1.2% |
| 5Y | +58.1% | +337.5% | -279.4% | -2.7% |
| 10Y | +416.4% | +887.4% | -471.0% | +158.2% |
| All | +416.4% | +920.4% | -504.0% | +158.2% |
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