+1,315.5%
TSEM vs CAPR
-77.7%
+1,393.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.6% | +3.2% | -1.4% |
| 7D | +4.7% | -12.6% | +17.4% | +5.0% |
| 30D | -14.2% | +124.4% | -138.7% | -15.8% |
| 3M | -5.0% | -66.8% | +61.7% | -4.3% |
| 6M | +87.6% | -71.8% | +159.4% | +89.5% |
| YTD | +84.4% | -70.1% | +154.5% | +86.0% |
| 1Y | +235.4% | +33.3% | +202.1% | +215.9% |
| 3Y | +668.0% | +36.7% | +631.3% | +598.8% |
| 5Y | +644.7% | +72.5% | +572.3% | +564.4% |
| All | +1,315.5% | -77.7% | +1,393.2% | +1,094.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling