+253.1%
TSEM vs CTAS
-1.7%
+254.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -0.3% | +8.1% | +7.7% |
| 7D | +6.9% | -1.8% | +8.7% | +5.6% |
| 30D | +5.3% | -0.2% | +5.5% | +5.4% |
| 3M | -14.9% | +11.7% | -26.6% | -8.4% |
| 6M | +80.0% | +0.7% | +79.3% | +89.4% |
| YTD | +89.4% | +7.4% | +81.9% | +102.4% |
| 1Y | +253.1% | -2.1% | +255.2% | +278.5% |
| All | +253.1% | -1.7% | +254.8% | +278.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 CTAS 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