+489.2%
SPCX vs TSEM
+289.8%
+199.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.9% | +6.4% | +16.1% |
| 7D | +3.6% | +7.0% | -3.3% | -19.7% |
| 30D | -8.6% | -29.8% | +21.2% | +60.2% |
| 3M | -1.5% | -41.9% | +40.4% | +98.6% |
| 6M | +532.9% | -22.8% | +555.7% | +295.2% |
| YTD | +538.6% | +25.1% | +513.5% | +296.6% |
| 1Y | +442.9% | +48.2% | +394.6% | +237.1% |
| All | +489.2% | +289.8% | +199.4% | +249.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling