+679.5%
TSEM vs ALL
+150.3%
+529.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.2% | -1.8% |
| 7D | +10.4% | -1.7% | +12.1% | +9.9% |
| 30D | -12.9% | -4.7% | -8.3% | -13.9% |
| 3M | -9.2% | +18.4% | -27.5% | -6.5% |
| 6M | +98.8% | +20.5% | +78.3% | +105.1% |
| YTD | +87.2% | +23.5% | +63.7% | +93.5% |
| 1Y | +239.0% | +29.0% | +210.0% | +249.9% |
| 3Y | +679.5% | +153.7% | +525.8% | +651.7% |
| All | +679.5% | +150.3% | +529.2% | +651.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling