+235.4%
SAP vs TSEM
+873.2%
-637.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.1% |
| 7D | -3.9% | +20.5% | -24.4% | -6.1% |
| 30D | +6.5% | -29.0% | +35.5% | +10.2% |
| 3M | +14.7% | -39.4% | +54.0% | +20.3% |
| 6M | +39.9% | -28.5% | +68.4% | +37.6% |
| YTD | -2.0% | +34.4% | -36.4% | -17.2% |
| 1Y | -6.0% | +48.3% | -54.3% | -22.7% |
| 3Y | +67.7% | +543.5% | -475.9% | -6.3% |
| 5Y | +78.8% | +331.4% | -252.6% | +7.6% |
| All | +235.4% | +873.2% | -637.9% | +54.3% |
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