+1,259.9%
TSEM vs BB
-0.1%
+1,260.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.7% | -1.2% | -3.4% |
| 7D | +0.9% | -2.1% | +3.0% | +1.3% |
| 30D | -16.6% | -16.0% | -0.6% | -14.1% |
| 3M | -10.9% | -14.5% | +3.6% | -8.7% |
| 6M | +78.0% | +118.6% | -40.5% | +53.8% |
| YTD | +77.2% | +98.9% | -21.7% | +55.3% |
| 1Y | +207.6% | +99.5% | +108.1% | +168.5% |
| 3Y | +637.8% | +65.4% | +572.5% | +538.5% |
| 5Y | +617.0% | -27.6% | +644.6% | +581.1% |
| All | +1,259.9% | -0.1% | +1,260.1% | +893.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 10y: compounded portfolio wealth divided by compounded BB 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…
10y analysis · Full analysis span regression · 6 months rolling