+80.5%
TSEM vs CAVA
+19.2%
+61.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +2.8% | -11.5% | -8.9% |
| 7D | -23.1% | +14.2% | -37.4% | -23.8% |
| 30D | -40.4% | +14.6% | -54.9% | -41.0% |
| 3M | -37.9% | -2.3% | -35.6% | -37.8% |
| 6M | -30.8% | -30.5% | -0.3% | -28.1% |
| YTD | +26.7% | +5.6% | +21.1% | +22.8% |
| 1Y | +80.5% | +19.9% | +60.6% | +66.7% |
| All | +80.5% | +19.2% | +61.3% | +66.7% |
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