-21.0%
TSEM vs RF
+534.0%
-555.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.2% | -0.5% |
| 7D | +20.5% | +0.4% | +20.2% | +20.5% |
| 30D | -29.0% | +5.6% | -34.5% | -29.8% |
| 3M | -39.4% | -8.9% | -30.5% | -38.3% |
| 6M | -28.5% | +7.1% | -35.6% | -29.8% |
| YTD | +34.4% | +8.3% | +26.1% | +31.6% |
| 1Y | +48.3% | +16.8% | +31.5% | +43.1% |
| 3Y | +543.5% | +115.0% | +428.5% | +451.5% |
| 5Y | +331.4% | +46.4% | +285.0% | +290.4% |
| 10Y | +881.1% | +230.2% | +650.9% | +642.3% |
| All | -21.0% | +534.0% | -555.0% | -44.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling