+10.0%
TSEM vs CAH
+4,028.7%
-4,018.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.7% | +1.6% | -0.4% |
| 7D | +10.4% | +0.5% | +10.0% | +10.3% |
| 30D | -12.9% | +1.7% | -14.7% | -13.4% |
| 3M | -9.2% | +17.9% | -27.0% | -13.7% |
| 6M | +98.8% | +10.9% | +87.8% | +91.8% |
| YTD | +87.2% | +17.9% | +69.3% | +77.8% |
| 1Y | +239.0% | +61.7% | +177.3% | +193.7% |
| 3Y | +679.5% | +183.7% | +495.8% | +471.0% |
| 5Y | +667.3% | +401.3% | +265.9% | +370.4% |
| 10Y | +1,301.0% | +293.7% | +1,007.4% | +771.4% |
| All | +10.0% | +4,028.7% | -4,018.6% | -63.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling