+273.0%
TSEM vs COMP
-17.6%
+290.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +10.7% | -5.9% | +3.8% |
| 7D | -17.5% | +13.4% | -30.9% | -18.5% |
| 30D | -44.7% | +11.1% | -55.8% | -45.3% |
| 3M | -38.9% | -18.8% | -20.0% | -37.9% |
| 6M | -36.7% | +10.5% | -47.2% | -38.0% |
| YTD | +17.0% | -3.4% | +20.4% | +15.1% |
| 1Y | +62.8% | +19.7% | +43.1% | +57.1% |
| 3Y | +471.3% | +381.6% | +89.7% | +380.1% |
| All | +273.0% | -17.6% | +290.6% | +297.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling