+2,979.8%
ASX vs TSEM
-58.4%
+3,038.1%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +4.8% | +1.6% | +5.4% |
| 7D | -19.9% | -17.5% | -2.4% | -16.5% |
| 30D | -30.9% | -44.7% | +13.8% | -21.8% |
| 3M | -15.1% | -38.9% | +23.8% | -6.3% |
| 6M | -6.5% | -36.7% | +30.2% | +2.4% |
| YTD | +98.4% | +17.0% | +81.5% | +92.2% |
| 1Y | +107.9% | +62.8% | +45.0% | +88.8% |
| 3Y | +325.3% | +471.3% | -146.0% | +207.8% |
| 5Y | +447.3% | +290.3% | +157.0% | +318.0% |
| 10Y | +763.2% | +790.1% | -26.9% | +470.7% |
| All | +2,979.8% | -58.4% | +3,038.1% | +2,106.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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