+637.8%
TSEM vs BTG
+94.1%
+543.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.9% | -1.0% | -3.4% |
| 7D | +0.9% | -5.5% | +6.4% | +2.0% |
| 30D | -16.6% | +6.1% | -22.7% | -17.7% |
| 3M | -10.9% | +38.6% | -49.6% | -16.4% |
| 6M | +78.0% | +0.7% | +77.3% | +74.2% |
| YTD | +77.2% | +20.3% | +56.9% | +67.5% |
| 1Y | +207.6% | +25.0% | +182.5% | +186.8% |
| All | +637.8% | +94.1% | +543.7% | +533.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling