+30.0%
TSEM vs BG
+1,192.5%
-1,162.5%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.9% | -4.8% | -4.2% |
| 7D | +0.9% | +3.7% | -2.8% | -0.1% |
| 30D | -16.6% | +12.3% | -29.0% | -19.4% |
| 3M | -10.9% | -2.2% | -8.7% | -10.9% |
| 6M | +78.0% | +5.3% | +72.7% | +73.8% |
| YTD | +77.2% | +42.4% | +34.8% | +58.8% |
| 1Y | +207.6% | +55.2% | +152.4% | +167.6% |
| 3Y | +637.8% | +21.0% | +616.9% | +575.3% |
| 5Y | +617.0% | +87.1% | +529.8% | +460.0% |
| 10Y | +1,270.7% | +169.8% | +1,100.8% | +805.7% |
| All | +30.0% | +1,192.5% | -1,162.5% | -14.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling