+80.5%
TSEM vs FIVE
+63.3%
+17.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +6.7% | -15.4% | -11.5% |
| 7D | -23.1% | +7.5% | -30.6% | -25.7% |
| 30D | -40.4% | +16.7% | -57.1% | -44.6% |
| 3M | -37.9% | +13.4% | -51.2% | -42.2% |
| 6M | -30.8% | +9.0% | -39.9% | -34.7% |
| YTD | +26.7% | +33.8% | -7.1% | +5.9% |
| 1Y | +80.5% | +61.2% | +19.3% | +40.3% |
| All | +80.5% | +63.3% | +17.2% | +40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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