+1,282.5%
TSEM vs BG
+166.7%
+1,115.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.4% | +2.1% |
| 7D | -4.9% | +3.1% | -8.0% | -5.6% |
| 30D | -18.7% | +10.2% | -29.0% | -20.7% |
| 3M | -18.1% | -1.7% | -16.4% | -18.1% |
| 6M | +77.1% | +1.0% | +76.1% | +75.4% |
| YTD | +80.1% | +39.9% | +40.2% | +64.5% |
| 1Y | +220.4% | +53.2% | +167.2% | +184.8% |
| 3Y | +650.1% | +16.3% | +633.8% | +605.1% |
| 5Y | +628.9% | +83.9% | +545.0% | +478.7% |
| All | +1,282.5% | +166.7% | +1,115.8% | +822.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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