-32.4%
TSCO vs TSEM
+80.1%
-112.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.9% | +2.5% | -1.4% |
| 7D | -3.1% | +0.9% | -4.0% | -3.1% |
| 30D | -4.4% | -16.6% | +12.3% | -4.5% |
| 3M | +9.7% | -10.9% | +20.6% | +9.3% |
| 6M | -32.4% | +78.0% | -110.4% | -36.6% |
| All | -32.4% | +80.1% | -112.5% | -36.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling