+239.0%
TSEM vs FIVE
+65.4%
+173.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.9% | -1.5% |
| 7D | +10.4% | +3.7% | +6.8% | +8.5% |
| 30D | -12.9% | +4.0% | -16.9% | -15.1% |
| 3M | -9.2% | +36.2% | -45.4% | -22.8% |
| 6M | +98.8% | +18.0% | +80.8% | +78.6% |
| YTD | +87.2% | +34.9% | +52.3% | +59.0% |
| 1Y | +239.0% | +67.9% | +171.1% | +162.1% |
| All | +239.0% | +65.4% | +173.6% | +162.1% |
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