+11.3%
TSEM vs KEY
+399.0%
-387.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +0.3% | +7.6% | +7.8% |
| 7D | +6.9% | +2.2% | +4.7% | +6.4% |
| 30D | +5.3% | -3.0% | +8.3% | +6.2% |
| 3M | -14.9% | +3.3% | -18.2% | -15.6% |
| 6M | +80.0% | +9.2% | +70.8% | +76.6% |
| YTD | +89.4% | +10.6% | +78.7% | +84.9% |
| 1Y | +253.1% | +20.4% | +232.7% | +237.7% |
| 3Y | +642.1% | +121.8% | +520.3% | +513.1% |
| 5Y | +659.1% | +41.1% | +618.0% | +565.6% |
| 10Y | +1,291.4% | +168.5% | +1,122.8% | +904.9% |
| All | +11.3% | +399.0% | -387.7% | -38.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling