+407.9%
TSEM vs COMP
-52.0%
+459.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.7% | -8.6% | -7.1% |
| 7D | +7.0% | 0.0% | +7.0% | +7.0% |
| 30D | -29.8% | +16.6% | -46.3% | -30.9% |
| 3M | -41.9% | -23.5% | -18.4% | -40.6% |
| 6M | -45.8% | +25.7% | -71.5% | -47.5% |
| YTD | +25.1% | -3.4% | +28.5% | +23.1% |
| 1Y | +48.2% | +7.6% | +40.7% | +44.4% |
| 3Y | +476.5% | +423.6% | +52.9% | +378.8% |
| 5Y | +301.4% | -10.6% | +312.0% | +296.5% |
| All | +407.9% | -52.0% | +459.9% | +406.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling