+11.3%
TSEM vs ALL
+4,418.9%
-4,407.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -1.3% | +9.2% | +8.2% |
| 7D | +6.9% | 0.0% | +6.9% | +6.9% |
| 30D | +5.3% | -1.5% | +6.8% | +5.5% |
| 3M | -14.9% | +23.6% | -38.5% | -20.4% |
| 6M | +80.0% | +22.3% | +57.7% | +68.5% |
| YTD | +89.4% | +26.5% | +62.8% | +74.9% |
| 1Y | +253.1% | +27.0% | +226.1% | +224.9% |
| 3Y | +642.1% | +149.6% | +492.5% | +460.0% |
| 5Y | +659.1% | +118.1% | +541.0% | +480.0% |
| 10Y | +1,291.4% | +369.0% | +922.4% | +756.8% |
| All | +11.3% | +4,418.9% | -4,407.6% | -60.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling