+679.5%
TSEM vs CAG
-36.6%
+716.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -1.6% |
| 7D | +10.4% | -5.3% | +15.7% | +8.4% |
| 30D | -12.9% | +1.0% | -13.9% | -12.5% |
| 3M | -9.2% | +17.4% | -26.6% | -3.3% |
| 6M | +98.8% | -16.8% | +115.6% | +97.0% |
| YTD | +87.2% | -6.8% | +94.0% | +90.0% |
| 1Y | +239.0% | -15.4% | +254.3% | +239.6% |
| 3Y | +679.5% | -37.1% | +716.6% | +668.1% |
| All | +679.5% | -36.6% | +716.2% | +668.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling