-31.2%
TSEM vs CASY
+12,663.2%
-12,694.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.3% | +5.1% | +4.9% |
| 7D | -17.5% | +1.1% | -18.6% | -17.8% |
| 30D | -44.7% | +8.7% | -53.4% | -46.0% |
| 3M | -38.9% | -17.3% | -21.6% | -36.5% |
| 6M | -36.7% | -19.7% | -16.9% | -34.2% |
| YTD | +17.0% | +24.8% | -7.9% | +8.7% |
| 1Y | +62.8% | +31.9% | +30.9% | +49.0% |
| 3Y | +471.3% | +155.4% | +315.9% | +334.2% |
| 5Y | +290.3% | +250.6% | +39.7% | +169.5% |
| 10Y | +790.1% | +556.8% | +233.2% | +411.2% |
| All | -31.2% | +12,663.2% | -12,694.4% | -79.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling