+679.5%
TSEM vs CTAS
+65.1%
+614.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | +10.4% | 0.0% | +10.5% | +10.4% |
| 30D | -12.9% | -1.0% | -11.9% | -12.9% |
| 3M | -9.2% | +15.8% | -24.9% | -12.4% |
| 6M | +98.8% | -1.0% | +99.8% | +101.7% |
| YTD | +87.2% | +7.4% | +79.8% | +83.7% |
| 1Y | +239.0% | -0.1% | +239.1% | +242.7% |
| 3Y | +679.5% | +66.3% | +613.2% | +525.6% |
| All | +679.5% | +65.1% | +614.4% | +525.6% |
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