+1,301.0%
TSEM vs KEY
+167.0%
+1,134.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.6% | -0.6% |
| 7D | +10.4% | +2.7% | +7.7% | +9.5% |
| 30D | -12.9% | -3.2% | -9.7% | -11.9% |
| 3M | -9.2% | +1.0% | -10.1% | -9.4% |
| 6M | +98.8% | +11.9% | +86.9% | +92.1% |
| YTD | +87.2% | +8.7% | +78.5% | +82.3% |
| 1Y | +239.0% | +18.5% | +220.5% | +220.9% |
| 3Y | +679.5% | +124.0% | +555.6% | +508.2% |
| 5Y | +667.3% | +40.8% | +626.4% | +551.2% |
| 10Y | +1,301.0% | +167.0% | +1,134.0% | +830.7% |
| All | +1,301.0% | +167.0% | +1,134.0% | +830.7% |
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