+471.3%
TSEM vs RF
+104.8%
+366.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.4% | +5.2% | +5.0% |
| 7D | -17.5% | -0.9% | -16.6% | -17.2% |
| 30D | -44.7% | +6.0% | -50.7% | -46.4% |
| 3M | -38.9% | -8.9% | -30.0% | -36.2% |
| 6M | -36.7% | +2.3% | -39.0% | -38.3% |
| YTD | +17.0% | +7.6% | +9.4% | +10.1% |
| 1Y | +62.8% | +21.2% | +41.7% | +43.6% |
| 3Y | +471.3% | +108.5% | +362.8% | +297.1% |
| All | +471.3% | +104.8% | +366.5% | +297.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling