+618.5%
TSEM vs BTSG
+382.3%
+236.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -6.6% | +2.7% | -1.9% |
| 7D | +0.9% | -5.8% | +6.7% | +2.8% |
| 30D | -16.6% | 0.0% | -16.6% | -16.6% |
| 3M | -10.9% | -4.5% | -6.4% | -10.7% |
| 6M | +78.0% | +40.0% | +38.0% | +58.5% |
| YTD | +77.2% | +54.6% | +22.6% | +53.5% |
| 1Y | +207.6% | +106.1% | +101.4% | +146.6% |
| All | +618.5% | +382.3% | +236.1% | +357.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling