+2,196.6%
TSEM vs KEYS
+1,067.2%
+1,129.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.6% | -2.3% | -3.0% |
| 7D | +0.9% | +0.9% | 0.0% | +0.4% |
| 30D | -16.6% | -5.3% | -11.4% | -13.6% |
| 3M | -10.9% | +0.5% | -11.4% | -9.0% |
| 6M | +78.0% | +14.0% | +64.0% | +71.7% |
| YTD | +77.2% | +60.3% | +16.9% | +40.3% |
| 1Y | +207.6% | +91.3% | +116.2% | +121.6% |
| 3Y | +637.8% | +146.1% | +491.7% | +362.9% |
| 5Y | +617.0% | +80.8% | +536.2% | +406.7% |
| 10Y | +1,270.7% | +1,002.8% | +267.9% | +309.1% |
| All | +2,196.6% | +1,067.2% | +1,129.4% | +672.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling