+430.4%
TSEM vs CAI
-9.9%
+440.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.4% | +1.5% |
| 7D | -4.9% | -2.9% | -2.0% | -4.4% |
| 30D | -18.7% | +9.3% | -28.1% | -20.1% |
| 3M | -18.1% | +35.2% | -53.3% | -22.7% |
| 6M | +77.1% | +30.7% | +46.4% | +67.6% |
| YTD | +80.1% | -9.8% | +89.9% | +75.3% |
| 1Y | +220.4% | -28.9% | +249.2% | +216.5% |
| All | +430.4% | -9.9% | +440.2% | +409.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling