+635.9%
TSEM vs S
-57.7%
+693.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.5% | -1.5% |
| 7D | +4.7% | -1.2% | +5.9% | +4.9% |
| 30D | -14.2% | -12.6% | -1.7% | -12.7% |
| 3M | -5.0% | +27.6% | -32.6% | -9.1% |
| 6M | +87.6% | +35.5% | +52.1% | +77.3% |
| YTD | +84.4% | +29.6% | +54.8% | +74.7% |
| 1Y | +235.4% | +8.1% | +227.3% | +226.1% |
| 3Y | +668.0% | +14.8% | +653.2% | +633.0% |
| 5Y | +644.7% | -70.6% | +715.3% | +693.7% |
| All | +635.9% | -57.7% | +693.6% | +668.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling