+48.2%
TSEM vs COMP
+7.7%
+40.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.7% | -8.6% | -7.2% |
| 7D | +7.0% | 0.0% | +7.0% | +7.0% |
| 30D | -29.8% | +16.6% | -46.3% | -31.1% |
| 3M | -41.9% | -23.5% | -18.4% | -40.2% |
| 6M | -45.8% | +25.7% | -71.5% | -49.3% |
| YTD | +25.1% | -3.4% | +28.5% | +23.6% |
| 1Y | +48.2% | +7.6% | +40.7% | +40.3% |
| All | +48.2% | +7.7% | +40.5% | +40.3% |
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