+184.2%
SLV vs TSEM
+672.8%
-488.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +7.8% | -9.1% | -2.3% |
| 7D | -0.3% | +6.9% | -7.2% | -1.3% |
| 30D | +6.7% | +5.3% | +1.4% | +5.7% |
| 3M | -10.7% | -14.9% | +4.2% | -9.9% |
| 6M | -20.6% | +80.0% | -100.6% | -28.1% |
| YTD | -7.1% | +89.4% | -96.5% | -16.9% |
| 1Y | +62.0% | +253.1% | -191.1% | +32.9% |
| All | +184.2% | +672.8% | -488.6% | +108.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling