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  • TSEM vs FIVE✓SelectedUSD · FIVETSEM vs FIVE performance historyLatest closeAs of-1.13%09/08
Stock and ETF performance explorer

TSEM vs FIVE

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,301.0%
FIVE return
+475.1%
Excess return
+825.9%
Maximum drawdown
-62.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioFIVEExcessAlpha
1D-1.1%+0.7%-1.9%-1.3%
7D+10.4%+3.7%+6.8%+9.4%
30D-12.9%+4.0%-16.9%-14.0%
3M-9.2%+36.2%-45.4%-16.5%
6M+98.8%+18.0%+80.8%+89.2%
YTD+87.2%+34.9%+52.3%+72.5%
1Y+239.0%+67.9%+171.1%+195.0%
3Y+679.5%+57.3%+622.2%+546.4%
5Y+667.3%+39.5%+627.7%+531.2%
10Y+1,301.0%+496.4%+804.6%+771.8%
All+1,301.0%+475.1%+825.9%+771.8%

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