-23.8%
TSEM vs ALL
+4,318.3%
-4,342.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -0.4% | +11.3% | +11.0% |
| 7D | -2.0% | -3.9% | +1.9% | -1.2% |
| 30D | -33.4% | +10.6% | -44.0% | -35.3% |
| 3M | -39.7% | -4.6% | -35.1% | -39.5% |
| 6M | -27.8% | +20.2% | -48.0% | -32.6% |
| YTD | +29.7% | +23.7% | +6.0% | +19.5% |
| 1Y | +81.1% | +27.9% | +53.3% | +65.5% |
| 3Y | +529.3% | +109.2% | +420.1% | +394.9% |
| 5Y | +315.0% | +148.0% | +167.0% | +203.7% |
| 10Y | +865.7% | +363.8% | +501.9% | +491.8% |
| All | -23.8% | +4,318.3% | -4,342.1% | -73.2% |
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 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