+2,290.8%
TSEM vs FIVE
+868.1%
+1,422.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +5.1% | +2.7% | +6.6% |
| 7D | +6.9% | +4.3% | +2.6% | +5.8% |
| 30D | +5.3% | +12.5% | -7.2% | +2.2% |
| 3M | -14.9% | +31.2% | -46.2% | -20.6% |
| 6M | +80.0% | +14.4% | +65.7% | +73.5% |
| YTD | +89.4% | +33.9% | +55.5% | +75.9% |
| 1Y | +253.1% | +65.1% | +188.0% | +211.7% |
| 3Y | +642.1% | +49.0% | +593.2% | +532.4% |
| 5Y | +659.1% | +30.3% | +628.8% | +544.0% |
| 10Y | +1,291.4% | +481.1% | +810.3% | +724.6% |
| All | +2,290.8% | +868.1% | +1,422.6% | +1,017.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling