+519.5%
TSEM vs FIVE
+40.2%
+479.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.2% |
| 7D | +20.5% | +2.4% | +18.1% | +19.7% |
| 30D | -29.0% | +15.8% | -44.8% | -32.0% |
| 3M | -39.4% | +3.8% | -43.1% | -40.3% |
| 6M | -28.5% | +18.5% | -47.1% | -32.7% |
| YTD | +34.4% | +31.2% | +3.2% | +23.6% |
| 1Y | +48.3% | +61.8% | -13.5% | +29.2% |
| All | +519.5% | +40.2% | +479.3% | +375.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling