+235.4%
TSEM vs CASY
+22.7%
+212.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -14.2% | +12.8% | +1.3% |
| 7D | +4.7% | -16.5% | +21.2% | +8.3% |
| 30D | -14.2% | -26.4% | +12.1% | -9.0% |
| 3M | -5.0% | -17.3% | +12.3% | -3.9% |
| 6M | +87.6% | -5.2% | +92.8% | +90.9% |
| YTD | +84.4% | +14.1% | +70.4% | +95.0% |
| 1Y | +235.4% | +16.6% | +218.8% | +262.9% |
| All | +235.4% | +22.7% | +212.7% | +262.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling