+80.5%
TSEM vs P
+19.7%
+60.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -5.0% | -3.7% | -6.1% |
| 7D | -23.1% | -19.4% | -3.8% | -13.7% |
| 30D | -40.4% | -22.3% | -18.1% | -31.9% |
| 3M | -37.9% | +33.2% | -71.1% | -46.6% |
| 6M | -30.8% | +53.6% | -84.4% | -44.8% |
| YTD | +26.7% | +66.8% | -40.1% | -3.6% |
| 1Y | +80.5% | +17.5% | +62.9% | +50.7% |
| All | +80.5% | +19.7% | +60.8% | +50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 1y: compounded portfolio wealth divided by compounded P 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…
1y analysis · Full analysis span regression · 6 months rolling