-1.5%
TSEM vs A
+554.3%
-555.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.5% | +8.2% | +7.8% |
| 7D | +6.8% | -0.1% | +6.9% | +7.1% |
| 30D | -26.6% | +3.3% | -29.9% | -27.2% |
| 3M | -36.3% | +18.5% | -54.9% | -40.2% |
| 6M | -30.6% | +59.3% | -89.9% | -42.3% |
| YTD | +35.3% | +31.0% | +4.3% | +20.6% |
| 1Y | +59.2% | +19.3% | +39.9% | +47.0% |
| 3Y | +547.7% | +66.8% | +480.8% | +418.6% |
| 5Y | +337.5% | +15.5% | +322.0% | +291.2% |
| 10Y | +887.4% | +312.3% | +575.0% | +450.5% |
| All | -1.5% | +554.3% | -555.8% | -62.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling