+399.1%
TSEM vs S
-51.7%
+450.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.4% | -6.5% | -6.9% |
| 7D | +7.0% | +2.0% | +5.0% | +6.7% |
| 30D | -29.8% | -2.7% | -27.1% | -29.3% |
| 3M | -41.9% | -6.9% | -35.1% | -41.5% |
| 6M | -45.8% | +38.1% | -83.8% | -48.7% |
| YTD | +25.1% | +48.0% | -22.9% | +16.0% |
| 1Y | +48.2% | +34.5% | +13.8% | +39.4% |
| 3Y | +476.5% | +38.3% | +438.2% | +436.4% |
| 5Y | +301.4% | -70.9% | +372.4% | +326.3% |
| All | +399.1% | -51.7% | +450.9% | +410.6% |
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