+852.7%
TSEM vs A
+300.7%
+552.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | +0.5% |
| 7D | +20.5% | +0.7% | +19.8% | +20.2% |
| 30D | -29.0% | +0.8% | -29.8% | -28.8% |
| 3M | -39.4% | +16.9% | -56.2% | -43.6% |
| 6M | -28.5% | +53.8% | -82.3% | -42.7% |
| YTD | +34.4% | +28.1% | +6.3% | +17.2% |
| 1Y | +48.3% | +15.0% | +33.3% | +36.7% |
| 3Y | +543.5% | +63.1% | +480.4% | +377.8% |
| 5Y | +331.4% | +11.5% | +320.0% | +281.6% |
| All | +852.7% | +300.7% | +552.0% | +289.0% |
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