+676.6%
TSEM vs CASY
+220.7%
+455.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -0.3% | +8.2% | +7.9% |
| 7D | +6.9% | +0.1% | +6.8% | +6.8% |
| 30D | +5.3% | -11.3% | +16.7% | +7.9% |
| 3M | -14.9% | -0.6% | -14.3% | -16.0% |
| 6M | +80.0% | +10.7% | +69.3% | +75.1% |
| YTD | +89.4% | +37.1% | +52.2% | +77.7% |
| 1Y | +253.1% | +52.3% | +200.8% | +223.3% |
| All | +676.6% | +220.7% | +455.9% | +519.3% |
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 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