+523.5%
TSEM vs CTAS
+75.1%
+448.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +0.9% | +6.8% | +7.7% |
| 7D | +6.8% | -0.8% | +7.5% | +6.7% |
| 30D | -26.6% | +10.7% | -37.4% | -26.6% |
| 3M | -36.3% | +11.0% | -47.3% | -36.3% |
| 6M | -30.6% | +38.7% | -69.3% | -34.3% |
| YTD | +35.3% | +21.8% | +13.5% | +33.0% |
| 1Y | +59.2% | +23.6% | +35.6% | +55.4% |
| All | +523.5% | +75.1% | +448.4% | +419.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling