+80.5%
TSEM vs KEY
+29.6%
+50.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +1.5% | -10.3% | -9.4% |
| 7D | -23.1% | +1.7% | -24.8% | -23.7% |
| 30D | -40.4% | +6.8% | -47.2% | -42.3% |
| 3M | -37.9% | -5.8% | -32.1% | -35.4% |
| 6M | -30.8% | +1.4% | -32.2% | -31.4% |
| YTD | +26.7% | +7.5% | +19.2% | +18.8% |
| 1Y | +80.5% | +29.6% | +50.9% | +57.3% |
| All | +80.5% | +29.6% | +50.9% | +57.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 1y: compounded portfolio wealth divided by compounded KEY 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…
1y analysis · Full analysis span regression · 6 months rolling