+352.9%
TSEM vs COMP
-56.6%
+409.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.0% | -8.2% | -3.8% | -11.2% |
| 7D | -30.3% | -1.8% | -28.5% | -30.2% |
| 30D | -49.3% | -0.8% | -48.6% | -49.4% |
| 3M | -38.0% | -28.1% | -9.8% | -36.2% |
| 6M | -41.9% | +27.0% | -68.9% | -44.2% |
| YTD | +11.6% | -12.8% | +24.3% | +10.8% |
| 1Y | +50.5% | +4.9% | +45.6% | +47.0% |
| 3Y | +445.3% | +321.0% | +124.3% | +361.0% |
| 5Y | +272.2% | -25.6% | +297.8% | +275.1% |
| All | +352.9% | -56.6% | +409.6% | +355.9% |
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