+621.7%
TSEM vs BG
+81.8%
+539.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.4% | +1.8% |
| 7D | -4.9% | +3.1% | -8.0% | -5.2% |
| 30D | -18.7% | +10.2% | -29.0% | -19.7% |
| 3M | -18.1% | -1.7% | -16.4% | -18.0% |
| 6M | +77.1% | +1.0% | +76.1% | +76.5% |
| YTD | +80.1% | +39.9% | +40.2% | +71.7% |
| 1Y | +220.4% | +53.2% | +167.2% | +200.9% |
| 3Y | +650.1% | +16.3% | +633.8% | +628.3% |
| All | +621.7% | +81.8% | +539.9% | +499.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling