+1,259.9%
TSEM vs CAG
-35.7%
+1,295.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.7% | -1.2% | -4.0% |
| 7D | +0.9% | -5.9% | +6.8% | +0.9% |
| 30D | -16.6% | -1.5% | -15.1% | -16.7% |
| 3M | -10.9% | +11.5% | -22.4% | -11.0% |
| 6M | +78.0% | -15.7% | +93.7% | +79.7% |
| YTD | +77.2% | -10.2% | +87.4% | +77.8% |
| 1Y | +207.6% | -18.1% | +225.6% | +210.5% |
| 3Y | +637.8% | -39.4% | +677.2% | +657.3% |
| 5Y | +617.0% | -42.6% | +659.6% | +634.7% |
| All | +1,259.9% | -35.7% | +1,295.7% | +1,199.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling