+273.0%
TSEM vs ALL
+143.1%
+129.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -4.5% | +9.3% | +4.1% |
| 7D | -17.5% | -1.9% | -15.6% | -17.7% |
| 30D | -44.7% | +13.8% | -58.5% | -43.6% |
| 3M | -38.9% | -7.0% | -31.9% | -39.0% |
| 6M | -36.7% | +18.0% | -54.7% | -36.0% |
| YTD | +17.0% | +24.2% | -7.2% | +18.0% |
| 1Y | +62.8% | +31.2% | +31.6% | +63.7% |
| 3Y | +471.3% | +107.5% | +363.8% | +454.3% |
| All | +273.0% | +143.1% | +129.9% | +248.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling