+407.2%
TSEM vs BTSG
+493.4%
-86.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.3% | -6.6% | -6.9% |
| 7D | +7.0% | +6.0% | +0.9% | +5.1% |
| 30D | -29.8% | +12.4% | -42.2% | -32.2% |
| 3M | -41.9% | +18.2% | -60.2% | -44.9% |
| 6M | -45.8% | +26.0% | -71.8% | -50.2% |
| YTD | +25.1% | +90.1% | -65.0% | +1.6% |
| 1Y | +48.2% | +124.3% | -76.0% | +15.0% |
| All | +407.2% | +493.4% | -86.2% | +203.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling