+865.7%
TSEM vs CASY
+551.3%
+314.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +0.7% | +10.2% | +10.7% |
| 7D | -2.0% | +3.6% | -5.5% | -3.0% |
| 30D | -33.4% | +7.2% | -40.6% | -34.9% |
| 3M | -39.7% | -16.9% | -22.8% | -37.0% |
| 6M | -27.8% | -19.3% | -8.5% | -24.7% |
| YTD | +29.7% | +25.6% | +4.1% | +19.1% |
| 1Y | +81.1% | +30.2% | +51.0% | +64.3% |
| 3Y | +529.3% | +154.9% | +374.4% | +354.5% |
| 5Y | +315.0% | +252.1% | +62.8% | +164.0% |
| 10Y | +865.7% | +535.8% | +329.9% | +415.2% |
| All | +865.7% | +551.3% | +314.4% | +415.2% |
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