+1,259.9%
TSEM vs A
+247.2%
+1,012.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.1% | -2.8% | -3.4% |
| 7D | +0.9% | -4.6% | +5.5% | +3.3% |
| 30D | -16.6% | -4.3% | -12.4% | -15.0% |
| 3M | -10.9% | +8.9% | -19.9% | -14.7% |
| 6M | +78.0% | +24.5% | +53.5% | +57.6% |
| YTD | +77.2% | +5.8% | +71.4% | +69.0% |
| 1Y | +207.6% | +16.2% | +191.3% | +178.2% |
| 3Y | +637.8% | +28.5% | +609.4% | +513.3% |
| 5Y | +617.0% | -16.3% | +633.3% | +638.7% |
| All | +1,259.9% | +247.2% | +1,012.8% | +535.2% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 10y: compounded portfolio wealth divided by compounded A 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…
10y analysis · Full analysis span regression · 6 months rolling