+239.3%
SLV vs TSEM
+578.2%
-338.9%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.8% | -5.0% | -0.5% |
| 7D | +5.1% | -17.5% | +22.6% | +6.6% |
| 30D | -12.9% | -44.7% | +31.8% | -8.8% |
| 3M | -16.1% | -38.9% | +22.8% | -13.0% |
| 6M | -33.2% | -36.7% | +3.5% | -31.5% |
| YTD | -27.2% | +17.0% | -44.2% | -29.4% |
| 1Y | +7.6% | +62.8% | -55.2% | +1.8% |
| 3Y | +122.3% | +471.3% | -349.0% | +89.9% |
| 5Y | +109.7% | +290.3% | -180.6% | +82.4% |
| 10Y | +168.4% | +790.1% | -621.6% | +116.0% |
| All | +239.3% | +578.2% | -338.9% | +154.7% |
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 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