+80.5%
TSEM vs COMP
+23.8%
+56.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +7.7% | -16.5% | -9.6% |
| 7D | -23.1% | +9.5% | -32.6% | -24.0% |
| 30D | -40.4% | +8.1% | -48.5% | -41.1% |
| 3M | -37.9% | -16.3% | -21.5% | -36.7% |
| 6M | -30.8% | +42.2% | -73.0% | -38.8% |
| YTD | +26.7% | -5.0% | +31.7% | +24.4% |
| 1Y | +80.5% | +20.1% | +60.4% | +55.2% |
| All | +80.5% | +23.8% | +56.7% | +55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 1y: compounded portfolio wealth divided by compounded COMP 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…
1y analysis · Full analysis span regression · 6 months rolling