+770.9%
TSEM vs FIVE
+559.6%
+211.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.4% | +5.2% | +5.0% |
| 7D | -17.5% | -0.3% | -17.2% | -17.5% |
| 30D | -44.7% | +17.7% | -62.3% | -47.1% |
| 3M | -38.9% | +4.0% | -42.9% | -39.8% |
| 6M | -36.7% | +2.6% | -39.3% | -37.9% |
| YTD | +17.0% | +27.6% | -10.6% | +9.0% |
| 1Y | +62.8% | +59.9% | +2.9% | +43.2% |
| 3Y | +471.3% | +35.8% | +435.5% | +390.7% |
| 5Y | +290.3% | +14.4% | +275.9% | +237.9% |
| All | +770.9% | +559.6% | +211.3% | +438.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling