+471.3%
TSEM vs S
+34.5%
+436.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.6% | +3.2% | +4.5% |
| 7D | -17.5% | -13.4% | -4.1% | -14.6% |
| 30D | -44.7% | -14.0% | -30.7% | -42.7% |
| 3M | -38.9% | +4.9% | -43.7% | -39.8% |
| 6M | -36.7% | +42.0% | -78.7% | -42.3% |
| YTD | +17.0% | +45.1% | -28.2% | +4.5% |
| 1Y | +62.8% | +33.1% | +29.8% | +48.9% |
| 3Y | +471.3% | +40.6% | +430.7% | +377.9% |
| All | +471.3% | +34.5% | +436.8% | +377.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling