-10.4%
TSCO vs TSEM
+617.3%
-627.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.2% | -1.6% |
| 7D | -5.7% | -4.9% | -0.8% | -5.4% |
| 30D | -8.8% | -18.7% | +10.0% | -7.8% |
| 3M | +6.3% | -18.1% | +24.5% | +6.8% |
| 6M | -32.3% | +77.1% | -109.4% | -37.0% |
| YTD | -32.7% | +80.1% | -112.8% | -37.8% |
| 1Y | -43.7% | +220.4% | -264.1% | -51.2% |
| 3Y | -19.7% | +650.1% | -669.7% | -38.7% |
| All | -10.4% | +617.3% | -627.7% | -32.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling