+1,326.7%
TSEM vs CTAS
+665.9%
+660.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.2% | -1.4% |
| 7D | +4.7% | +1.0% | +3.7% | +4.3% |
| 30D | -14.2% | -1.1% | -13.2% | -14.0% |
| 3M | -5.0% | +11.5% | -16.5% | -11.0% |
| 6M | +87.6% | +0.2% | +87.4% | +83.5% |
| YTD | +84.4% | +7.2% | +77.3% | +74.1% |
| 1Y | +235.4% | 0.0% | +235.4% | +226.3% |
| 3Y | +668.0% | +65.9% | +602.1% | +473.8% |
| 5Y | +644.7% | +109.6% | +535.2% | +383.6% |
| 10Y | +1,326.7% | +683.8% | +642.9% | +399.8% |
| All | +1,326.7% | +665.9% | +660.8% | +399.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling