+253.1%
TSEM vs CAVA
-7.9%
+261.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -1.5% | +9.3% | +8.0% |
| 7D | +6.9% | -9.2% | +16.1% | +7.8% |
| 30D | +5.3% | -8.2% | +13.5% | +6.0% |
| 3M | -14.9% | -15.3% | +0.4% | -14.0% |
| 6M | +80.0% | -23.6% | +103.6% | +84.6% |
| YTD | +89.4% | +3.5% | +85.8% | +84.7% |
| 1Y | +253.1% | -7.9% | +261.0% | +242.5% |
| All | +253.1% | -7.9% | +261.0% | +242.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAVA.
Daily Out/Under-Performance
Portfolio return minus CAVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAVA 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 CAVA 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