+68.6%
CSX vs TSEM
+468.0%
-399.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +4.8% | -8.2% | -3.6% |
| 7D | -5.5% | -17.5% | +12.0% | -4.7% |
| 30D | +4.9% | -44.7% | +49.6% | +8.2% |
| 3M | -2.9% | -38.9% | +36.0% | -0.8% |
| 6M | +8.3% | -36.7% | +45.0% | +8.7% |
| YTD | +36.7% | +17.0% | +19.8% | +27.1% |
| 1Y | +41.5% | +62.8% | -21.3% | +25.6% |
| 3Y | +68.6% | +471.3% | -402.7% | +16.5% |
| All | +68.6% | +468.0% | -399.4% | +16.5% |
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