+72.2%
CSX vs TSEM
+629.0%
-556.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +7.8% | -7.0% | +0.3% |
| 7D | -3.4% | +6.9% | -10.3% | -3.8% |
| 30D | -3.1% | +5.3% | -8.4% | -3.6% |
| 3M | +7.2% | -14.9% | +22.1% | +7.5% |
| 6M | +16.2% | +80.0% | -63.9% | +7.1% |
| YTD | +37.5% | +89.4% | -51.8% | +25.4% |
| 1Y | +53.2% | +253.1% | -199.9% | +28.4% |
| All | +72.2% | +629.0% | -556.8% | +30.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling