+1,259.9%
TSEM vs BEN
+56.7%
+1,203.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.3% | -2.6% | -3.4% |
| 7D | +0.9% | +0.3% | +0.6% | +0.9% |
| 30D | -16.6% | +0.9% | -17.5% | -16.9% |
| 3M | -10.9% | +9.2% | -20.1% | -13.7% |
| 6M | +78.0% | +36.8% | +41.2% | +57.7% |
| YTD | +77.2% | +44.4% | +32.8% | +53.1% |
| 1Y | +207.6% | +45.8% | +161.7% | +164.1% |
| 3Y | +637.8% | +52.5% | +585.3% | +510.1% |
| 5Y | +617.0% | +37.7% | +579.3% | +499.2% |
| All | +1,259.9% | +56.7% | +1,203.3% | +963.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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