+630.4%
TSEM vs BTSG
+389.4%
+241.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.2% | +1.2% |
| 7D | -4.9% | -3.3% | -1.6% | -3.9% |
| 30D | -18.7% | -1.6% | -17.2% | -18.4% |
| 3M | -18.1% | -6.9% | -11.2% | -17.3% |
| 6M | +77.1% | +42.1% | +35.0% | +57.0% |
| YTD | +80.1% | +56.8% | +23.3% | +55.4% |
| 1Y | +220.4% | +109.8% | +110.6% | +155.5% |
| All | +630.4% | +389.4% | +241.0% | +363.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling