+253.1%
TSEM vs BTSG
+152.4%
+100.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -1.1% | +9.0% | +8.3% |
| 7D | +6.9% | +2.7% | +4.2% | +5.6% |
| 30D | +5.3% | -3.6% | +8.9% | +6.6% |
| 3M | -14.9% | +5.8% | -20.7% | -19.5% |
| 6M | +80.0% | +44.7% | +35.3% | +46.9% |
| YTD | +89.4% | +62.2% | +27.2% | +47.8% |
| 1Y | +253.1% | +152.1% | +101.0% | +134.4% |
| All | +253.1% | +152.4% | +100.7% | +134.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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