+220.4%
TSEM vs BTG
+25.2%
+195.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.6% |
| 7D | -4.9% | -3.8% | -1.1% | -4.0% |
| 30D | -18.7% | +3.6% | -22.4% | -19.6% |
| 3M | -18.1% | +32.0% | -50.1% | -23.9% |
| 6M | +77.1% | +3.4% | +73.7% | +70.6% |
| YTD | +80.1% | +20.8% | +59.4% | +65.2% |
| 1Y | +220.4% | +22.4% | +198.0% | +180.3% |
| All | +220.4% | +25.2% | +195.2% | +180.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 1y: compounded portfolio wealth divided by compounded BTG 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…
1y analysis · Full analysis span regression · 6 months rolling