-26.5%
TSEM vs CTAS
+11,156.5%
-11,182.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.3% | -6.6% | -6.8% |
| 7D | +7.0% | +2.0% | +5.0% | +6.3% |
| 30D | -29.8% | +8.7% | -38.5% | -31.9% |
| 3M | -41.9% | +13.3% | -55.2% | -44.6% |
| 6M | -45.8% | +39.4% | -85.1% | -52.4% |
| YTD | +25.1% | +21.5% | +3.6% | +14.3% |
| 1Y | +48.2% | +21.9% | +26.4% | +35.3% |
| 3Y | +476.5% | +73.6% | +402.8% | +363.5% |
| 5Y | +301.4% | +116.2% | +185.2% | +196.7% |
| 10Y | +812.9% | +818.2% | -5.2% | +322.4% |
| All | -26.5% | +11,156.5% | -11,182.9% | -83.2% |
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 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