+299.0%
TSEM vs P
+279.3%
+19.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.9% | -5.0% | -6.2% |
| 7D | +7.0% | +11.6% | -4.7% | +2.7% |
| 30D | -29.8% | -23.7% | -6.1% | -21.7% |
| 3M | -41.9% | -8.0% | -34.0% | -39.9% |
| 6M | -45.8% | +27.9% | -73.7% | -50.5% |
| YTD | +25.1% | +61.2% | -36.1% | +5.5% |
| 1Y | +48.2% | +28.6% | +19.6% | +31.2% |
| 3Y | +476.5% | +200.5% | +276.0% | +289.9% |
| All | +299.0% | +279.3% | +19.7% | +141.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling