+296.4%
SPGI vs TSEM
+1,283.8%
-987.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.5% | -1.1% | -2.4% |
| 7D | -3.1% | +4.7% | -7.8% | -3.7% |
| 30D | +2.0% | -14.2% | +16.3% | +3.7% |
| 3M | +4.3% | -5.0% | +9.4% | +2.7% |
| 6M | -0.2% | +87.6% | -87.8% | -15.2% |
| YTD | -14.8% | +84.4% | -99.2% | -28.0% |
| 1Y | -18.5% | +235.4% | -253.9% | -39.7% |
| 3Y | +16.0% | +668.0% | -652.0% | -31.3% |
| 5Y | +2.2% | +644.7% | -642.5% | -40.8% |
| 10Y | +296.4% | +1,326.7% | -1,030.2% | +84.7% |
| All | +296.4% | +1,283.8% | -987.4% | +84.7% |
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 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