+852.7%
TSEM vs KEY
+95.2%
+757.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | +20.5% | +1.8% | +18.7% | +19.9% |
| 30D | -29.0% | +7.1% | -36.1% | -30.5% |
| 3M | -39.4% | -5.9% | -33.4% | -38.2% |
| 6M | -28.5% | +2.2% | -30.7% | -29.2% |
| YTD | +34.4% | +6.4% | +28.0% | +31.5% |
| 1Y | +48.3% | +24.8% | +23.6% | +38.2% |
| 3Y | +543.5% | +125.2% | +418.3% | +402.1% |
| 5Y | +331.4% | +13.0% | +318.5% | +294.1% |
| All | +852.7% | +95.2% | +757.5% | +575.4% |
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 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