+676.6%
TSEM vs FIVE
+56.0%
+620.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +5.1% | +2.7% | +6.3% |
| 7D | +6.9% | +4.3% | +2.6% | +5.6% |
| 30D | +5.3% | +12.5% | -7.2% | +1.6% |
| 3M | -14.9% | +31.2% | -46.2% | -21.6% |
| 6M | +80.0% | +14.4% | +65.7% | +72.0% |
| YTD | +89.4% | +33.9% | +55.5% | +73.7% |
| 1Y | +253.1% | +65.1% | +188.0% | +206.6% |
| All | +676.6% | +56.0% | +620.6% | +479.0% |
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