+315.0%
TSEM vs CAPR
+160.6%
+154.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +9.4% | +1.4% | +10.7% |
| 7D | -2.0% | +36.0% | -38.0% | -2.4% |
| 30D | -33.4% | +25.8% | -59.2% | -33.7% |
| 3M | -39.7% | +140.8% | -180.5% | -40.7% |
| 6M | -27.8% | -67.6% | +39.7% | -27.5% |
| YTD | +29.7% | -65.9% | +95.6% | +30.1% |
| 1Y | +81.1% | +66.1% | +15.0% | +72.7% |
| 3Y | +529.3% | +256.9% | +272.4% | +427.1% |
| 5Y | +315.0% | +172.1% | +142.9% | +228.2% |
| All | +315.0% | +160.6% | +154.4% | +228.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling