+63.3%
SLV vs TSEM
+233.1%
-169.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.5% | +3.8% | +2.5% |
| 7D | +2.8% | +4.7% | -1.9% | +2.1% |
| 30D | +2.2% | -14.2% | +16.5% | +4.2% |
| 3M | +2.9% | -5.0% | +7.9% | +2.0% |
| 6M | -22.4% | +87.6% | -110.0% | -29.9% |
| YTD | -5.7% | +84.4% | -90.2% | -15.1% |
| 1Y | +63.3% | +235.4% | -172.1% | +34.7% |
| All | +63.3% | +233.1% | -169.8% | +34.7% |
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