+10.3%
SLV vs TSEM
+79.9%
-69.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -8.7% | +13.9% | +6.5% |
| 7D | -3.9% | -23.1% | +19.2% | 0.0% |
| 30D | -14.5% | -40.4% | +25.9% | -7.7% |
| 3M | -12.4% | -37.9% | +25.5% | -6.7% |
| 6M | -28.5% | -30.8% | +2.3% | -25.9% |
| YTD | -26.8% | +26.7% | -53.5% | -30.3% |
| 1Y | +10.3% | +80.5% | -70.1% | -6.8% |
| All | +10.3% | +79.9% | -69.5% | -6.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling