+676.6%
TSEM vs CAPR
+56.4%
+620.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +1.3% | +6.6% | +7.8% |
| 7D | +6.9% | -2.0% | +8.9% | +6.9% |
| 30D | +5.3% | +139.2% | -133.9% | +4.1% |
| 3M | -14.9% | -66.4% | +51.5% | -14.6% |
| 6M | +80.0% | -63.1% | +143.2% | +80.6% |
| YTD | +89.4% | -67.4% | +156.8% | +90.0% |
| 1Y | +253.1% | +58.2% | +194.8% | +241.4% |
| All | +676.6% | +56.4% | +620.2% | +572.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling