+273.0%
TSEM vs S
-67.4%
+340.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.6% | +3.2% | +4.6% |
| 7D | -17.5% | -13.4% | -4.1% | -15.5% |
| 30D | -44.7% | -14.0% | -30.7% | -43.3% |
| 3M | -38.9% | +4.9% | -43.7% | -39.6% |
| 6M | -36.7% | +42.0% | -78.7% | -40.6% |
| YTD | +17.0% | +45.1% | -28.2% | +8.4% |
| 1Y | +62.8% | +33.1% | +29.8% | +53.0% |
| 3Y | +471.3% | +40.6% | +430.7% | +429.8% |
| All | +273.0% | -67.4% | +340.4% | +301.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling