+476.5%
TSEM vs CASY
+161.8%
+314.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.8% | -7.7% | -7.1% |
| 7D | +7.0% | +3.6% | +3.4% | +6.4% |
| 30D | -29.8% | +9.1% | -38.8% | -31.0% |
| 3M | -41.9% | -16.5% | -25.4% | -39.8% |
| 6M | -45.8% | -19.7% | -26.0% | -43.5% |
| YTD | +25.1% | +29.3% | -4.2% | +18.1% |
| 1Y | +48.2% | +33.1% | +15.1% | +38.9% |
| 3Y | +476.5% | +158.5% | +318.0% | +359.1% |
| All | +476.5% | +161.8% | +314.7% | +359.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling