+51.1%
CSX vs TSEM
+40.2%
+11.0%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.9% | +6.3% | -0.6% |
| 7D | +6.0% | +7.0% | -1.0% | +5.9% |
| 30D | +7.8% | -29.8% | +37.6% | +8.2% |
| 3M | +4.1% | -41.9% | +46.0% | +4.8% |
| 6M | +17.9% | -45.8% | +63.7% | +18.7% |
| YTD | +44.9% | +25.1% | +19.8% | +37.8% |
| 1Y | +51.1% | +48.2% | +2.9% | +41.8% |
| All | +51.1% | +40.2% | +11.0% | +41.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling