+865.7%
TSEM vs KEY
+121.9%
+743.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +2.7% | +8.2% | +10.0% |
| 7D | -2.0% | -0.4% | -1.6% | -1.7% |
| 30D | -33.4% | +7.2% | -40.6% | -34.9% |
| 3M | -39.7% | -4.9% | -34.8% | -38.8% |
| 6M | -27.8% | +1.1% | -28.9% | -28.3% |
| YTD | +29.7% | +6.8% | +22.9% | +26.7% |
| 1Y | +81.1% | +23.3% | +57.9% | +69.3% |
| 3Y | +529.3% | +126.1% | +403.2% | +390.2% |
| 5Y | +315.0% | +15.2% | +299.8% | +276.4% |
| 10Y | +865.7% | +113.6% | +752.1% | +572.1% |
| All | +865.7% | +121.9% | +743.8% | +572.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling