+92.8%
TSEM vs Q
+77.9%
+14.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +6.9% | +4.0% | +4.9% |
| 7D | -2.0% | +8.4% | -10.4% | -7.9% |
| 30D | -33.4% | -1.2% | -32.2% | -31.9% |
| 3M | -39.7% | -9.3% | -30.4% | -33.9% |
| 6M | -27.8% | -15.0% | -12.8% | -15.9% |
| YTD | +29.7% | +53.5% | -23.8% | +5.7% |
| 1Y | +81.1% | +35.9% | +45.3% | +66.7% |
| All | +92.8% | +77.9% | +14.9% | +81.2% |
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