+1,282.5%
TSEM vs BR
+189.7%
+1,092.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.8% |
| 7D | -4.9% | -3.0% | -1.9% | -3.9% |
| 30D | -18.7% | -0.3% | -18.4% | -19.1% |
| 3M | -18.1% | +17.3% | -35.4% | -23.8% |
| 6M | +77.1% | -6.7% | +83.8% | +79.0% |
| YTD | +80.1% | -23.4% | +103.6% | +97.8% |
| 1Y | +220.4% | -32.7% | +253.1% | +273.9% |
| 3Y | +650.1% | -5.9% | +656.0% | +630.1% |
| 5Y | +628.9% | +8.4% | +620.4% | +539.7% |
| All | +1,282.5% | +189.7% | +1,092.8% | +618.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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