+938.7%
TSEM vs CPAY
+1,524.4%
-585.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.2% | -1.4% |
| 7D | +4.7% | -2.5% | +7.2% | +5.6% |
| 30D | -14.2% | +1.3% | -15.5% | -14.8% |
| 3M | -5.0% | +13.5% | -18.5% | -10.4% |
| 6M | +87.6% | +24.7% | +62.9% | +68.3% |
| YTD | +84.4% | +34.9% | +49.5% | +58.9% |
| 1Y | +235.4% | +29.7% | +205.7% | +191.4% |
| 3Y | +668.0% | +49.4% | +618.6% | +526.4% |
| 5Y | +644.7% | +53.5% | +591.3% | +481.3% |
| 10Y | +1,326.7% | +152.5% | +1,174.2% | +753.6% |
| All | +938.7% | +1,524.4% | -585.7% | +203.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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