+374.9%
TSEM vs COMP
-52.0%
+426.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +57.0% |
| 3Y | +471.3% | +381.6% | +89.7% | +377.1% |
| 5Y | +290.3% | -17.6% | +307.9% | +289.4% |
| All | +374.9% | -52.0% | +426.8% | +373.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling