+50.3%
CSX vs TSEM
+60.1%
-9.8%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +7.6% | -6.0% | +1.5% |
| 7D | -0.3% | +6.8% | -7.1% | -0.4% |
| 30D | +8.7% | -26.6% | +35.3% | +9.1% |
| 3M | +4.2% | -36.3% | +40.6% | +4.9% |
| 6M | +16.7% | -30.6% | +47.3% | +16.5% |
| YTD | +44.5% | +35.3% | +9.2% | +36.3% |
| 1Y | +50.3% | +59.2% | -8.9% | +37.4% |
| All | +50.3% | +60.1% | -9.8% | +37.4% |
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