+849.8%
TSEM vs KEY
+109.2%
+740.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.3% | -2.8% | -3.0% |
| 7D | -9.5% | +0.5% | -10.0% | -9.5% |
| 30D | -35.5% | +6.9% | -42.3% | -36.9% |
| 3M | -41.6% | -5.0% | -36.5% | -40.6% |
| 6M | -30.1% | +0.7% | -30.8% | -30.4% |
| YTD | +25.7% | +6.5% | +19.2% | +22.9% |
| 1Y | +50.5% | +22.6% | +27.8% | +40.9% |
| 3Y | +501.7% | +125.3% | +376.4% | +368.9% |
| 5Y | +310.9% | +13.9% | +297.0% | +274.1% |
| 10Y | +849.8% | +105.3% | +744.5% | +545.6% |
| All | +849.8% | +109.2% | +740.6% | +545.6% |
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