+2,432.7%
SAP vs TSEM
-71.5%
+2,504.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +4.8% | -9.0% | -4.7% |
| 7D | -0.7% | -17.5% | +16.8% | +1.4% |
| 30D | +11.1% | -44.7% | +55.8% | +18.6% |
| 3M | +17.0% | -38.9% | +55.9% | +22.6% |
| 6M | +34.8% | -36.7% | +71.5% | +36.3% |
| YTD | -2.2% | +17.0% | -19.2% | -10.4% |
| 1Y | -6.4% | +62.8% | -69.3% | -18.5% |
| 3Y | +75.1% | +471.3% | -396.2% | +25.5% |
| 5Y | +69.8% | +290.3% | -220.5% | +26.5% |
| 10Y | +219.8% | +790.1% | -570.2% | +106.7% |
| All | +2,432.7% | -71.5% | +2,504.2% | +1,667.2% |
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