+176.2%
SAP vs TSEM
+1,300.1%
-1,123.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.5% | -1.5% |
| 7D | -0.3% | +10.4% | -10.7% | -1.6% |
| 30D | +2.6% | -12.9% | +15.5% | +4.2% |
| 3M | +16.3% | -9.2% | +25.4% | +14.5% |
| 6M | +6.4% | +98.8% | -92.4% | -12.9% |
| YTD | -11.4% | +87.2% | -98.6% | -27.3% |
| 1Y | -20.4% | +239.0% | -259.4% | -43.4% |
| 3Y | +56.5% | +679.5% | -623.0% | -12.1% |
| 5Y | +56.8% | +667.3% | -610.5% | -14.3% |
| 10Y | +176.2% | +1,301.0% | -1,124.8% | +21.6% |
| All | +176.2% | +1,300.1% | -1,123.9% | +21.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling