+887.4%
TSEM vs KEY
+107.2%
+780.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +0.5% | +7.2% | +7.5% |
| 7D | +6.8% | -0.5% | +7.3% | +7.1% |
| 30D | -26.6% | +6.7% | -33.3% | -28.2% |
| 3M | -36.3% | -4.6% | -31.7% | -35.4% |
| 6M | -30.6% | +2.6% | -33.2% | -31.3% |
| YTD | +35.3% | +7.0% | +28.3% | +32.1% |
| 1Y | +59.2% | +23.5% | +35.8% | +48.8% |
| 3Y | +547.7% | +126.4% | +421.3% | +404.3% |
| 5Y | +337.5% | +13.0% | +324.5% | +299.5% |
| 10Y | +887.4% | +99.5% | +787.9% | +580.4% |
| All | +887.4% | +107.2% | +780.2% | +580.4% |
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