+668.8%
TSEM vs COMP
-47.7%
+716.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +0.5% | +7.3% | +7.8% |
| 7D | +6.9% | +1.4% | +5.5% | +6.7% |
| 30D | +5.3% | -13.3% | +18.6% | +6.6% |
| 3M | -14.9% | +41.1% | -56.0% | -18.3% |
| 6M | +80.0% | +17.2% | +62.9% | +74.7% |
| YTD | +89.4% | +5.2% | +84.2% | +85.2% |
| 1Y | +253.1% | +18.9% | +234.2% | +240.3% |
| 3Y | +642.1% | +215.9% | +426.2% | +537.4% |
| 5Y | +659.1% | -31.2% | +690.3% | +675.9% |
| All | +668.8% | -47.7% | +716.5% | +661.9% |
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