+253.1%
TSEM vs CAI
-31.3%
+284.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -1.0% | +8.8% | +8.0% |
| 7D | +6.9% | -2.2% | +9.1% | +7.3% |
| 30D | +5.3% | +52.4% | -47.1% | -2.8% |
| 3M | -14.9% | +45.1% | -60.0% | -21.1% |
| 6M | +80.0% | +26.2% | +53.8% | +69.9% |
| YTD | +89.4% | -7.1% | +96.4% | +82.3% |
| 1Y | +253.1% | -31.0% | +284.1% | +267.9% |
| All | +253.1% | -31.3% | +284.3% | +267.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 1y: compounded portfolio wealth divided by compounded CAI 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…
1y analysis · Full analysis span regression · 6 months rolling