+667.3%
TSEM vs CAPR
+87.6%
+579.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.6% | +2.5% | -1.1% |
| 7D | +10.4% | -9.5% | +19.9% | +10.6% |
| 30D | -12.9% | +121.5% | -134.5% | -14.2% |
| 3M | -9.2% | -65.4% | +56.2% | -8.7% |
| 6M | +98.8% | -67.5% | +166.3% | +100.0% |
| YTD | +87.2% | -68.6% | +155.8% | +88.3% |
| 1Y | +239.0% | +42.7% | +196.3% | +224.2% |
| 3Y | +679.5% | +43.4% | +636.1% | +583.2% |
| 5Y | +667.3% | +86.0% | +581.2% | +536.6% |
| All | +667.3% | +87.6% | +579.7% | +536.6% |
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