-26.5%
TSEM vs CAG
+275.3%
-301.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.2% | -8.2% | -7.1% |
| 7D | +7.0% | -3.3% | +10.3% | +7.3% |
| 30D | -29.8% | +7.7% | -37.4% | -30.8% |
| 3M | -41.9% | -3.2% | -38.8% | -42.1% |
| 6M | -45.8% | +7.0% | -52.7% | -47.0% |
| YTD | +25.1% | -9.0% | +34.1% | +24.5% |
| 1Y | +48.2% | -9.6% | +57.8% | +47.6% |
| 3Y | +476.5% | -36.0% | +512.5% | +499.3% |
| 5Y | +301.4% | -40.9% | +342.3% | +318.6% |
| 10Y | +812.9% | -37.3% | +850.2% | +805.1% |
| All | -26.5% | +275.3% | -301.7% | -43.0% |
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