+621.7%
TSEM vs KEYS
+87.1%
+534.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.0% | -2.3% | -0.9% |
| 7D | -4.9% | +3.5% | -8.4% | -7.0% |
| 30D | -18.7% | -4.5% | -14.3% | -16.1% |
| 3M | -18.1% | -0.4% | -17.7% | -16.2% |
| 6M | +77.1% | +19.1% | +58.0% | +66.6% |
| YTD | +80.1% | +66.7% | +13.5% | +40.5% |
| 1Y | +220.4% | +96.5% | +123.9% | +129.5% |
| 3Y | +650.1% | +155.2% | +494.9% | +376.2% |
| All | +621.7% | +87.1% | +534.6% | +436.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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