+178.3%
TSEM vs Q
+75.3%
+102.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.3% | -3.5% | -2.9% |
| 7D | +10.4% | +6.7% | +3.7% | +5.1% |
| 30D | -12.9% | -10.6% | -2.3% | -5.3% |
| 3M | -9.2% | -14.6% | +5.4% | +5.0% |
| 6M | +98.8% | +12.1% | +86.7% | +93.1% |
| YTD | +87.2% | +51.3% | +35.9% | +51.5% |
| All | +178.3% | +75.3% | +102.9% | +159.6% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 3y: compounded portfolio wealth divided by compounded Q 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…
3y analysis · Full analysis span regression · 6 months rolling