-31.2%
TSEM vs KEY
+369.0%
-400.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.5% | +5.4% | +5.0% |
| 7D | -17.5% | -1.3% | -16.2% | -17.3% |
| 30D | -44.7% | +5.1% | -49.8% | -45.4% |
| 3M | -38.9% | -7.1% | -31.8% | -37.9% |
| 6M | -36.7% | -4.4% | -32.3% | -36.2% |
| YTD | +17.0% | +4.0% | +12.9% | +15.7% |
| 1Y | +62.8% | +23.4% | +39.4% | +54.7% |
| 3Y | +471.3% | +113.9% | +357.4% | +376.7% |
| 5Y | +290.3% | +12.3% | +278.0% | +260.2% |
| 10Y | +790.1% | +125.5% | +664.6% | +567.0% |
| All | -31.2% | +369.0% | -400.3% | -61.3% |
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