+11.3%
TSEM vs CAG
+289.8%
-278.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -0.9% | +8.7% | +8.0% |
| 7D | +6.9% | -3.8% | +10.7% | +7.4% |
| 30D | +5.3% | +3.1% | +2.2% | +4.8% |
| 3M | -14.9% | +23.5% | -38.4% | -18.0% |
| 6M | +80.0% | -14.8% | +94.9% | +83.0% |
| YTD | +89.4% | -5.4% | +94.8% | +88.6% |
| 1Y | +253.1% | -11.8% | +264.9% | +254.9% |
| 3Y | +642.1% | -36.7% | +678.8% | +678.3% |
| 5Y | +659.1% | -40.3% | +699.4% | +696.0% |
| 10Y | +1,291.4% | -37.0% | +1,328.4% | +1,288.5% |
| All | +11.3% | +289.8% | -278.5% | -13.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling