+650.1%
TSEM vs CAVA
+41.9%
+608.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.5% | -1.8% | +1.0% |
| 7D | -4.9% | -8.0% | +3.2% | -3.3% |
| 30D | -18.7% | -19.6% | +0.8% | -15.3% |
| 3M | -18.1% | -36.7% | +18.6% | -11.2% |
| 6M | +77.1% | -30.6% | +107.7% | +87.6% |
| YTD | +80.1% | -4.8% | +84.9% | +74.6% |
| 1Y | +220.4% | -13.1% | +233.5% | +215.1% |
| 3Y | +650.1% | +48.8% | +601.3% | +615.9% |
| All | +650.1% | +41.9% | +608.1% | +615.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling