+333.1%
SLV vs TSEM
+998.0%
-664.9%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +7.8% | -9.1% | -1.8% |
| 7D | -0.3% | +6.9% | -7.2% | -0.9% |
| 30D | +6.7% | +5.3% | +1.4% | +6.1% |
| 3M | -10.7% | -14.9% | +4.2% | -10.2% |
| 6M | -20.6% | +80.0% | -100.6% | -25.2% |
| YTD | -7.1% | +89.4% | -96.5% | -13.1% |
| 1Y | +62.0% | +253.1% | -191.1% | +44.5% |
| 3Y | +169.8% | +642.1% | -472.3% | +125.6% |
| 5Y | +161.5% | +659.1% | -497.6% | +116.4% |
| 10Y | +224.4% | +1,291.4% | -1,067.0% | +152.3% |
| All | +333.1% | +998.0% | -664.9% | +213.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling