+273.0%
TSEM vs FIVE
+14.2%
+258.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.4% | +5.2% | +4.9% |
| 7D | -17.5% | -0.3% | -17.2% | -17.5% |
| 30D | -44.7% | +17.7% | -62.3% | -47.0% |
| 3M | -38.9% | +4.0% | -42.9% | -39.8% |
| 6M | -36.7% | +2.6% | -39.3% | -37.8% |
| YTD | +17.0% | +27.6% | -10.6% | +9.4% |
| 1Y | +62.8% | +59.9% | +2.9% | +44.6% |
| 3Y | +471.3% | +35.8% | +435.5% | +383.8% |
| All | +273.0% | +14.2% | +258.8% | +240.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling