+865.7%
TSEM vs RF
+277.2%
+588.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +2.2% | +8.7% | +10.1% |
| 7D | -2.0% | -0.1% | -1.8% | -1.8% |
| 30D | -33.4% | +7.0% | -40.4% | -35.1% |
| 3M | -39.7% | -7.0% | -32.7% | -38.2% |
| 6M | -27.8% | +6.8% | -34.6% | -30.2% |
| YTD | +29.7% | +9.9% | +19.8% | +23.9% |
| 1Y | +81.1% | +21.1% | +60.0% | +67.2% |
| 3Y | +529.3% | +119.6% | +409.7% | +369.6% |
| 5Y | +315.0% | +46.2% | +268.8% | +243.2% |
| 10Y | +865.7% | +261.5% | +604.2% | +462.2% |
| All | +865.7% | +277.2% | +588.5% | +462.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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