+48.2%
TSEM vs ALL
+30.2%
+18.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.4% | -7.3% | -6.6% |
| 7D | +7.0% | +5.0% | +1.9% | +13.1% |
| 30D | -29.8% | +13.3% | -43.1% | -18.4% |
| 3M | -41.9% | +3.2% | -45.1% | -38.2% |
| 6M | -45.8% | +25.3% | -71.1% | -31.1% |
| YTD | +25.1% | +30.5% | -5.4% | +65.9% |
| 1Y | +48.2% | +29.2% | +19.0% | +97.7% |
| All | +48.2% | +30.2% | +18.1% | +97.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling