+451.2%
TSEM vs CAI
-8.1%
+459.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -1.0% |
| 7D | +10.4% | +0.2% | +10.3% | +10.4% |
| 30D | -12.9% | +9.1% | -22.1% | -14.4% |
| 3M | -9.2% | +53.8% | -63.0% | -15.7% |
| 6M | +98.8% | +33.5% | +65.3% | +87.6% |
| YTD | +87.2% | -8.0% | +95.2% | +81.7% |
| 1Y | +239.0% | -28.7% | +267.7% | +234.3% |
| All | +451.2% | -8.1% | +459.3% | +428.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling