+410.4%
TSEM vs COMP
-53.0%
+463.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -7.4% | +4.3% | -2.4% |
| 7D | -9.5% | +7.2% | -16.7% | -10.1% |
| 30D | -35.5% | +6.4% | -41.9% | -35.9% |
| 3M | -41.6% | -19.4% | -22.1% | -40.5% |
| 6M | -30.1% | +14.6% | -44.6% | -31.7% |
| YTD | +25.7% | -5.5% | +31.2% | +24.0% |
| 1Y | +50.5% | +13.7% | +36.8% | +45.8% |
| 3Y | +501.7% | +409.7% | +92.0% | +401.0% |
| 5Y | +310.9% | -17.0% | +327.9% | +309.4% |
| All | +410.4% | -53.0% | +463.4% | +410.0% |
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