+13,068.0%
TSCO vs TSEM
+8.4%
+13,059.6%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.5% | -2.2% | -3.5% |
| 7D | -2.5% | +4.7% | -7.2% | -2.8% |
| 30D | -1.1% | -14.2% | +13.1% | -0.1% |
| 3M | +14.3% | -5.0% | +19.3% | +13.7% |
| 6M | -31.9% | +87.6% | -119.5% | -36.2% |
| YTD | -30.7% | +84.4% | -115.1% | -35.2% |
| 1Y | -41.1% | +235.4% | -276.5% | -47.6% |
| 3Y | -17.1% | +668.0% | -685.1% | -31.7% |
| 5Y | -7.5% | +644.7% | -652.3% | -24.2% |
| 10Y | +192.6% | +1,326.7% | -1,134.1% | +124.9% |
| All | +13,068.0% | +8.4% | +13,059.6% | +9,223.7% |
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 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