+849.8%
TSEM vs P
+691.2%
+158.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.8% | -2.2% | -2.8% |
| 7D | -9.5% | -13.3% | +3.8% | -4.4% |
| 30D | -35.5% | -34.0% | -1.5% | -24.7% |
| 3M | -41.6% | +4.1% | -45.6% | -42.4% |
| 6M | -30.1% | +30.5% | -60.5% | -36.3% |
| YTD | +25.7% | +52.2% | -26.5% | +8.5% |
| 1Y | +50.5% | +10.3% | +40.2% | +41.1% |
| 3Y | +501.7% | +180.9% | +320.9% | +298.7% |
| 5Y | +310.9% | +259.7% | +51.2% | +139.1% |
| 10Y | +849.8% | +652.6% | +197.2% | +362.5% |
| All | +849.8% | +691.2% | +158.7% | +362.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling