+1,301.0%
TSEM vs P
+712.4%
+588.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.8% | -1.7% |
| 7D | +10.4% | +7.8% | +2.6% | +7.5% |
| 30D | -12.9% | +12.3% | -25.3% | -17.0% |
| 3M | -9.2% | +37.1% | -46.3% | -18.4% |
| 6M | +98.8% | +66.1% | +32.7% | +67.3% |
| YTD | +87.2% | +50.9% | +36.3% | +61.2% |
| 1Y | +239.0% | +27.2% | +211.7% | +202.6% |
| 3Y | +679.5% | +158.7% | +520.8% | +428.3% |
| 5Y | +667.3% | +291.1% | +376.2% | +334.4% |
| 10Y | +1,301.0% | +715.0% | +586.0% | +545.7% |
| All | +1,301.0% | +712.4% | +588.7% | +545.7% |
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 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