+663.0%
TSEM vs FIVE
+31.2%
+631.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +5.1% | +2.7% | +6.5% |
| 7D | +6.9% | +4.3% | +2.6% | +5.8% |
| 30D | +5.3% | +12.5% | -7.2% | +2.0% |
| 3M | -14.9% | +31.2% | -46.2% | -20.9% |
| 6M | +80.0% | +14.4% | +65.7% | +73.0% |
| YTD | +89.4% | +33.9% | +55.5% | +75.4% |
| 1Y | +253.1% | +65.1% | +188.0% | +211.0% |
| 3Y | +642.1% | +49.0% | +593.2% | +517.5% |
| All | +663.0% | +31.2% | +631.8% | +568.9% |
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