+865.7%
TSEM vs IP
+31.6%
+834.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +2.9% | +8.0% | +10.0% |
| 7D | -2.0% | -3.0% | +1.1% | -1.0% |
| 30D | -33.4% | +10.6% | -44.0% | -35.5% |
| 3M | -39.7% | -13.6% | -26.1% | -37.1% |
| 6M | -27.8% | +10.4% | -38.2% | -31.4% |
| YTD | +29.7% | -6.5% | +36.2% | +28.0% |
| 1Y | +81.1% | -2.1% | +83.3% | +75.6% |
| 3Y | +529.3% | +22.0% | +507.3% | +439.1% |
| 5Y | +315.0% | -9.7% | +324.7% | +292.6% |
| 10Y | +865.7% | +26.8% | +838.9% | +632.6% |
| All | +865.7% | +31.6% | +834.1% | +632.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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