-23.8%
TSEM vs CASY
+12,746.5%
-12,770.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +0.7% | +10.2% | +10.7% |
| 7D | -2.0% | +3.6% | -5.5% | -2.9% |
| 30D | -33.4% | +7.2% | -40.6% | -34.8% |
| 3M | -39.7% | -16.9% | -22.8% | -37.4% |
| 6M | -27.8% | -19.3% | -8.5% | -25.1% |
| YTD | +29.7% | +25.6% | +4.1% | +20.4% |
| 1Y | +81.1% | +30.2% | +51.0% | +66.4% |
| 3Y | +529.3% | +154.9% | +374.4% | +378.6% |
| 5Y | +315.0% | +252.1% | +62.8% | +186.3% |
| 10Y | +865.7% | +535.8% | +329.9% | +459.1% |
| All | -23.8% | +12,746.5% | -12,770.3% | -77.7% |
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