+426.6%
TSEM vs COMP
-49.2%
+475.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +5.7% | +5.2% | +10.3% |
| 7D | -2.0% | +14.5% | -16.5% | -3.2% |
| 30D | -33.4% | +14.9% | -48.3% | -34.4% |
| 3M | -39.7% | -14.2% | -25.5% | -39.0% |
| 6M | -27.8% | +23.7% | -51.6% | -30.1% |
| YTD | +29.7% | +2.1% | +27.6% | +27.0% |
| 1Y | +81.1% | +26.2% | +54.9% | +73.9% |
| 3Y | +529.3% | +470.9% | +58.4% | +418.7% |
| 5Y | +315.0% | -14.0% | +329.0% | +312.7% |
| All | +426.6% | -49.2% | +475.8% | +422.2% |
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 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