+668.0%
TSEM vs A
+29.6%
+638.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | 0.0% | -0.9% |
| 7D | +4.7% | -4.4% | +9.1% | +6.5% |
| 30D | -14.2% | -2.7% | -11.6% | -13.4% |
| 3M | -5.0% | +7.0% | -12.1% | -7.6% |
| 6M | +87.6% | +24.6% | +62.9% | +70.9% |
| YTD | +84.4% | +7.0% | +77.4% | +77.9% |
| 1Y | +235.4% | +15.6% | +219.8% | +211.1% |
| All | +668.0% | +29.6% | +638.4% | +570.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling