+235.3%
SLV vs TSEM
+1,283.8%
-1,048.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.5% | +3.8% | +2.4% |
| 7D | +2.8% | +4.7% | -1.9% | +2.2% |
| 30D | +2.2% | -14.2% | +16.5% | +3.9% |
| 3M | +2.9% | -5.0% | +7.9% | +2.3% |
| 6M | -22.4% | +87.6% | -110.0% | -29.1% |
| YTD | -5.7% | +84.4% | -90.2% | -14.0% |
| 1Y | +63.3% | +235.4% | -172.1% | +39.3% |
| 3Y | +189.0% | +668.0% | -479.0% | +123.4% |
| 5Y | +172.7% | +644.7% | -472.1% | +108.9% |
| 10Y | +235.3% | +1,326.7% | -1,091.4% | +181.0% |
| All | +235.3% | +1,283.8% | -1,048.5% | +181.0% |
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