+87.6%
TSEM vs CAKE
+72.3%
+15.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.4% | +1.9% | -1.9% |
| 7D | +4.7% | -4.6% | +9.3% | +4.1% |
| 30D | -14.2% | -6.6% | -7.7% | -14.8% |
| 3M | -5.0% | +52.9% | -58.0% | +4.4% |
| 6M | +87.6% | +65.7% | +21.8% | +115.3% |
| All | +87.6% | +72.3% | +15.3% | +115.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAKE.
Daily Out/Under-Performance
Portfolio return minus CAKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAKE 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 6mo: compounded portfolio wealth divided by compounded CAKE 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…
6mo analysis · Full analysis span regression · 6 months rolling