+852.7%
TSEM vs CASY
+550.0%
+302.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.4% |
| 7D | +20.5% | +2.5% | +18.0% | +19.8% |
| 30D | -29.0% | +10.2% | -39.2% | -31.0% |
| 3M | -39.4% | -15.7% | -23.7% | -36.9% |
| 6M | -28.5% | -18.4% | -10.1% | -25.6% |
| YTD | +34.4% | +28.3% | +6.2% | +22.9% |
| 1Y | +48.3% | +32.6% | +15.8% | +34.1% |
| 3Y | +543.5% | +159.5% | +384.0% | +363.7% |
| 5Y | +331.4% | +263.9% | +67.5% | +172.7% |
| All | +852.7% | +550.0% | +302.7% | +419.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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