+1,376.8%
TSEM vs FIVE
+822.5%
+554.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -46.9% |
| 3M | -38.9% | +4.0% | -42.9% | -39.7% |
| 6M | -36.7% | +2.6% | -39.3% | -37.8% |
| YTD | +17.0% | +27.6% | -10.6% | +9.5% |
| 1Y | +62.8% | +59.9% | +2.9% | +44.6% |
| 3Y | +471.3% | +35.8% | +435.5% | +396.4% |
| 5Y | +290.3% | +14.4% | +275.9% | +240.8% |
| 10Y | +790.1% | +576.1% | +213.9% | +413.7% |
| All | +1,376.8% | +822.5% | +554.3% | +595.9% |
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 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