+80.5%
TSEM vs S
+36.5%
+44.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +1.6% | -10.4% | -8.9% |
| 7D | -23.1% | -8.2% | -14.9% | -22.5% |
| 30D | -40.4% | -7.6% | -32.7% | -40.1% |
| 3M | -37.9% | +12.0% | -49.8% | -37.6% |
| 6M | -30.8% | +50.6% | -81.4% | -31.4% |
| YTD | +26.7% | +56.6% | -29.9% | +28.5% |
| 1Y | +80.5% | +39.2% | +41.2% | +91.4% |
| All | +80.5% | +36.5% | +44.0% | +91.4% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 1y: compounded portfolio wealth divided by compounded S 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…
1y analysis · Full analysis span regression · 6 months rolling