+663.0%
TSEM vs KEY
+40.7%
+622.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +0.3% | +7.6% | +7.8% |
| 7D | +6.9% | +2.2% | +4.7% | +6.2% |
| 30D | +5.3% | -3.0% | +8.3% | +6.3% |
| 3M | -14.9% | +3.3% | -18.2% | -15.7% |
| 6M | +80.0% | +9.2% | +70.8% | +75.7% |
| YTD | +89.4% | +10.6% | +78.7% | +83.9% |
| 1Y | +253.1% | +20.4% | +232.7% | +234.7% |
| 3Y | +642.1% | +121.8% | +520.3% | +519.7% |
| All | +663.0% | +40.7% | +622.3% | +598.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling