+80.5%
TSEM vs CAG
-6.8%
+87.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +6.0% | -14.7% | -3.9% |
| 7D | -23.1% | +9.7% | -32.8% | -16.4% |
| 30D | -40.4% | +15.8% | -56.1% | -32.1% |
| 3M | -37.9% | +1.8% | -39.7% | -34.4% |
| 6M | -30.8% | +11.5% | -42.3% | -19.9% |
| YTD | +26.7% | -6.7% | +33.4% | +35.5% |
| 1Y | +80.5% | -5.6% | +86.1% | +93.2% |
| All | +80.5% | -6.8% | +87.3% | +93.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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