+426.2%
TSEM vs CAVA
+34.5%
+391.6%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.0% | +4.6% | -0.4% |
| 7D | +4.7% | -8.5% | +13.3% | +6.3% |
| 30D | -14.2% | -8.2% | -6.0% | -13.1% |
| 3M | -5.0% | -25.9% | +20.9% | -0.7% |
| 6M | +87.6% | -30.9% | +118.5% | +97.9% |
| YTD | +84.4% | -3.7% | +88.2% | +79.5% |
| 1Y | +235.4% | -13.4% | +248.8% | +231.5% |
| 3Y | +668.0% | +44.2% | +623.7% | +640.8% |
| All | +426.2% | +34.5% | +391.6% | +410.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling