+8.4%
TSEM vs CAKE
+3,518.7%
-3,510.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.4% | +1.9% | -0.7% |
| 7D | +4.7% | -4.6% | +9.3% | +5.8% |
| 30D | -14.2% | -6.6% | -7.7% | -13.0% |
| 3M | -5.0% | +52.9% | -58.0% | -14.5% |
| 6M | +87.6% | +65.7% | +21.8% | +64.9% |
| YTD | +84.4% | +107.8% | -23.4% | +53.4% |
| 1Y | +235.4% | +78.5% | +156.9% | +187.7% |
| 3Y | +668.0% | +266.4% | +401.6% | +450.8% |
| 5Y | +644.7% | +159.6% | +485.1% | +454.6% |
| 10Y | +1,326.7% | +156.6% | +1,170.1% | +840.1% |
| All | +8.4% | +3,518.7% | -3,510.3% | -65.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling