+80.5%
TSEM vs BTSG
+111.7%
-31.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.1% | -8.7% | -8.7% |
| 7D | -23.1% | +17.4% | -40.5% | -27.3% |
| 30D | -40.4% | +12.6% | -53.0% | -42.6% |
| 3M | -37.9% | +11.2% | -49.1% | -40.2% |
| 6M | -30.8% | +30.4% | -61.2% | -40.5% |
| YTD | +26.7% | +86.4% | -59.7% | -9.7% |
| 1Y | +80.5% | +117.9% | -37.4% | +17.1% |
| All | +80.5% | +111.7% | -31.2% | +17.1% |
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