+299.0%
TSEM vs BTI
+153.9%
+145.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.4% | -8.3% | -6.7% |
| 7D | +7.0% | +1.6% | +5.3% | +7.3% |
| 30D | -29.8% | +9.2% | -39.0% | -28.9% |
| 3M | -41.9% | +9.6% | -51.6% | -41.0% |
| 6M | -45.8% | -2.4% | -43.3% | -44.6% |
| YTD | +25.1% | +14.2% | +10.9% | +26.5% |
| 1Y | +48.2% | +20.3% | +27.9% | +50.0% |
| 3Y | +476.5% | +147.4% | +329.1% | +457.1% |
| All | +299.0% | +153.9% | +145.1% | +284.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling