+9,788.7%
SPGI vs TSEM
-23.8%
+9,812.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +10.9% | -10.2% | -0.1% |
| 7D | -0.9% | -2.0% | +1.1% | -0.9% |
| 30D | +15.5% | -33.4% | +48.9% | +18.4% |
| 3M | +15.7% | -39.7% | +55.4% | +18.9% |
| 6M | +19.1% | -27.8% | +46.9% | +19.0% |
| YTD | -4.1% | +29.7% | -33.8% | -9.2% |
| 1Y | +1.2% | +81.1% | -79.9% | -7.1% |
| 3Y | +31.6% | +529.3% | -497.7% | +7.8% |
| 5Y | +12.4% | +315.0% | -302.5% | -5.4% |
| 10Y | +334.3% | +865.7% | -531.4% | +237.9% |
| All | +9,788.7% | -23.8% | +9,812.4% | +7,082.4% |
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