+1,282.5%
TSEM vs BTI
+73.8%
+1,208.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.5% |
| 7D | -4.9% | -0.2% | -4.7% | -4.8% |
| 30D | -18.7% | -1.1% | -17.7% | -18.6% |
| 3M | -18.1% | -8.8% | -9.4% | -17.4% |
| 6M | +77.1% | -4.0% | +81.0% | +76.4% |
| YTD | +80.1% | +0.4% | +79.8% | +77.6% |
| 1Y | +220.4% | +1.9% | +218.5% | +214.9% |
| 3Y | +650.1% | +108.5% | +541.6% | +497.6% |
| 5Y | +628.9% | +118.5% | +510.3% | +458.3% |
| All | +1,282.5% | +73.8% | +1,208.7% | +938.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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