+1,259.9%
TSEM vs CAPR
-78.6%
+1,338.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.9% | 0.0% | -3.8% |
| 7D | +0.9% | -10.6% | +11.5% | +1.1% |
| 30D | -16.6% | +111.2% | -127.8% | -18.0% |
| 3M | -10.9% | -67.2% | +56.3% | -10.2% |
| 6M | +78.0% | -75.1% | +153.2% | +80.3% |
| YTD | +77.2% | -71.2% | +148.4% | +78.8% |
| 1Y | +207.6% | +31.1% | +176.4% | +189.7% |
| 3Y | +637.8% | +31.3% | +606.5% | +571.9% |
| 5Y | +617.0% | +69.4% | +547.6% | +539.8% |
| All | +1,259.9% | -78.6% | +1,338.5% | +1,048.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded CAPR 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling