+476.5%
TSEM vs KEY
+127.6%
+348.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.6% | -7.6% | -7.3% |
| 7D | +7.0% | +2.9% | +4.0% | +5.6% |
| 30D | -29.8% | +8.4% | -38.2% | -32.6% |
| 3M | -41.9% | -5.8% | -36.2% | -40.2% |
| 6M | -45.8% | +5.4% | -51.2% | -47.3% |
| YTD | +25.1% | +7.1% | +18.0% | +20.0% |
| 1Y | +48.2% | +26.8% | +21.4% | +30.9% |
| 3Y | +476.5% | +128.7% | +347.8% | +310.8% |
| All | +476.5% | +127.6% | +348.8% | +310.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling