+887.4%
TSEM vs RF
+241.0%
+646.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.2% | +7.8% | +7.7% |
| 7D | +6.8% | -1.3% | +8.1% | +7.5% |
| 30D | -26.6% | +4.6% | -31.3% | -27.9% |
| 3M | -36.3% | -8.4% | -27.9% | -34.4% |
| 6M | -30.6% | +8.9% | -39.4% | -33.3% |
| YTD | +35.3% | +8.8% | +26.5% | +29.7% |
| 1Y | +59.2% | +18.9% | +40.3% | +47.9% |
| 3Y | +547.7% | +116.0% | +431.7% | +385.6% |
| 5Y | +337.5% | +46.0% | +291.5% | +261.7% |
| 10Y | +887.4% | +231.7% | +655.7% | +463.9% |
| All | +887.4% | +241.0% | +646.3% | +463.9% |
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