+1,282.5%
TSEM vs HIG
+313.7%
+968.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.7% |
| 7D | -4.9% | -1.5% | -3.4% | -4.5% |
| 30D | -18.7% | -0.4% | -18.4% | -18.8% |
| 3M | -18.1% | +6.7% | -24.8% | -20.1% |
| 6M | +77.1% | +2.0% | +75.1% | +74.4% |
| YTD | +80.1% | +0.3% | +79.9% | +77.8% |
| 1Y | +220.4% | +4.2% | +216.2% | +212.3% |
| 3Y | +650.1% | +102.2% | +547.8% | +492.5% |
| 5Y | +628.9% | +118.5% | +510.4% | +453.7% |
| All | +1,282.5% | +313.7% | +968.8% | +738.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 10y: compounded portfolio wealth divided by compounded HIG 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…
10y analysis · Full analysis span regression · 6 months rolling