+443.1%
TSEM vs CAI
-11.0%
+454.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.2% | +1.7% | -1.0% |
| 7D | +4.7% | -3.1% | +7.8% | +5.2% |
| 30D | -14.2% | +2.7% | -16.9% | -14.8% |
| 3M | -5.0% | +41.7% | -46.7% | -10.8% |
| 6M | +87.6% | +26.5% | +61.1% | +78.4% |
| YTD | +84.4% | -10.9% | +95.4% | +79.9% |
| 1Y | +235.4% | -29.2% | +264.6% | +231.9% |
| All | +443.1% | -11.0% | +454.1% | +423.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling