+650.1%
TSEM vs KEEL
+197.5%
+452.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.8% | -2.1% | +0.9% |
| 7D | -4.9% | +2.9% | -7.7% | -5.5% |
| 30D | -18.7% | +0.8% | -19.6% | -19.2% |
| 3M | -18.1% | -35.3% | +17.2% | -12.4% |
| 6M | +77.1% | +59.4% | +17.7% | +64.5% |
| YTD | +80.1% | +51.9% | +28.2% | +66.6% |
| 1Y | +220.4% | +75.0% | +145.4% | +181.0% |
| 3Y | +650.1% | +224.5% | +425.5% | +460.2% |
| All | +650.1% | +197.5% | +452.6% | +460.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 3y: compounded portfolio wealth divided by compounded KEEL 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…
3y analysis · Full analysis span regression · 6 months rolling