+253.1%
TSEM vs KEY
+21.3%
+231.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +0.3% | +7.6% | +7.7% |
| 7D | +6.9% | +2.2% | +4.7% | +5.6% |
| 30D | +5.3% | -3.0% | +8.3% | +7.0% |
| 3M | -14.9% | +3.3% | -18.2% | -16.5% |
| 6M | +80.0% | +9.2% | +70.8% | +70.0% |
| YTD | +89.4% | +10.6% | +78.7% | +77.5% |
| 1Y | +253.1% | +20.4% | +232.7% | +216.4% |
| All | +253.1% | +21.3% | +231.7% | +216.4% |
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