+1,282.5%
TSEM vs CAH
+294.8%
+987.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +1.8% |
| 7D | -4.9% | -5.1% | +0.2% | -3.4% |
| 30D | -18.7% | +0.2% | -18.9% | -18.8% |
| 3M | -18.1% | +6.3% | -24.4% | -20.0% |
| 6M | +77.1% | +9.4% | +67.7% | +71.0% |
| YTD | +80.1% | +15.0% | +65.2% | +71.6% |
| 1Y | +220.4% | +55.4% | +164.9% | +177.8% |
| 3Y | +650.1% | +173.8% | +476.2% | +437.4% |
| 5Y | +628.9% | +395.2% | +233.7% | +316.1% |
| All | +1,282.5% | +294.8% | +987.7% | +688.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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