+1,301.0%
TSEM vs ALL
+355.7%
+945.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.2% | -0.7% |
| 7D | +10.4% | -1.7% | +12.1% | +10.8% |
| 30D | -12.9% | -4.7% | -8.3% | -12.3% |
| 3M | -9.2% | +18.4% | -27.5% | -13.6% |
| 6M | +98.8% | +20.5% | +78.3% | +87.4% |
| YTD | +87.2% | +23.5% | +63.7% | +74.4% |
| 1Y | +239.0% | +29.0% | +210.0% | +211.0% |
| 3Y | +679.5% | +153.7% | +525.8% | +456.9% |
| 5Y | +667.3% | +114.8% | +552.5% | +461.5% |
| 10Y | +1,301.0% | +356.1% | +944.9% | +629.3% |
| All | +1,301.0% | +355.7% | +945.3% | +629.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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