+80.0%
TSEM vs CAPR
-64.4%
+144.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +1.3% | +6.6% | +7.8% |
| 7D | +6.9% | -2.0% | +8.9% | +7.0% |
| 30D | +5.3% | +139.2% | -133.9% | -1.9% |
| 3M | -14.9% | -66.4% | +51.5% | -3.6% |
| 6M | +80.0% | -63.1% | +143.2% | +100.7% |
| All | +80.0% | -64.4% | +144.5% | +100.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling