+1,301.0%
TSEM vs CASY
+549.1%
+752.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.0% | +1.9% | -0.3% |
| 7D | +10.4% | -4.4% | +14.8% | +11.8% |
| 30D | -12.9% | -12.0% | -0.9% | -9.8% |
| 3M | -9.2% | -2.3% | -6.8% | -9.9% |
| 6M | +98.8% | +10.5% | +88.2% | +91.1% |
| YTD | +87.2% | +33.0% | +54.2% | +70.6% |
| 1Y | +239.0% | +41.1% | +197.8% | +202.3% |
| 3Y | +679.5% | +207.5% | +472.0% | +434.6% |
| 5Y | +667.3% | +290.7% | +376.5% | +376.4% |
| 10Y | +1,301.0% | +556.5% | +744.5% | +640.3% |
| All | +1,301.0% | +549.1% | +752.0% | +640.3% |
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