+655.5%
TSEM vs RF
+86.8%
+568.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -0.1% | +7.9% | +7.9% |
| 7D | +6.9% | +1.3% | +5.6% | +6.3% |
| 30D | +5.3% | -3.6% | +8.9% | +7.1% |
| 3M | -14.9% | +8.1% | -23.0% | -18.4% |
| 6M | +80.0% | +11.5% | +68.6% | +69.8% |
| YTD | +89.4% | +15.6% | +73.8% | +74.1% |
| 1Y | +253.1% | +15.7% | +237.4% | +223.9% |
| All | +655.5% | +86.8% | +568.7% | +455.2% |
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 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