+31.7%
SPGI vs TSEM
+468.0%
-436.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.8% | -5.8% | -0.9% |
| 7D | +0.3% | -17.5% | +17.8% | 0.0% |
| 30D | +18.4% | -44.7% | +63.1% | +17.6% |
| 3M | +15.7% | -38.9% | +54.6% | +15.0% |
| 6M | +17.3% | -36.7% | +53.9% | +15.1% |
| YTD | -4.7% | +17.0% | -21.7% | -11.4% |
| 1Y | +1.8% | +62.8% | -61.0% | -9.0% |
| 3Y | +31.7% | +471.3% | -439.6% | -4.9% |
| All | +31.7% | +468.0% | -436.3% | -4.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling