+11.3%
TSEM vs CTAS
+9,851.5%
-9,840.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -0.3% | +8.1% | +7.9% |
| 7D | +6.9% | -1.8% | +8.7% | +7.5% |
| 30D | +5.3% | -0.2% | +5.5% | +5.2% |
| 3M | -14.9% | +11.7% | -26.6% | -19.1% |
| 6M | +80.0% | +0.7% | +79.3% | +76.4% |
| YTD | +89.4% | +7.4% | +81.9% | +81.2% |
| 1Y | +253.1% | -2.1% | +255.2% | +247.8% |
| 3Y | +642.1% | +62.9% | +579.2% | +511.9% |
| 5Y | +659.1% | +111.9% | +547.2% | +467.1% |
| 10Y | +1,291.4% | +652.2% | +639.2% | +588.9% |
| All | +11.3% | +9,851.5% | -9,840.2% | -73.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling