+167.8%
SLV vs TSEM
+657.2%
-489.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.4% | -0.6% |
| 7D | +2.5% | +10.4% | -7.9% | +1.3% |
| 30D | +3.3% | -12.9% | +16.2% | +4.8% |
| 3M | -3.6% | -9.2% | +5.6% | -3.6% |
| 6M | -21.8% | +98.8% | -120.6% | -28.7% |
| YTD | -7.8% | +87.2% | -95.0% | -15.7% |
| 1Y | +58.3% | +239.0% | -180.7% | +36.0% |
| 3Y | +182.6% | +679.5% | -496.9% | +125.3% |
| 5Y | +167.8% | +667.3% | -499.5% | +109.5% |
| All | +167.8% | +657.2% | -489.4% | +109.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling