+667.3%
TSEM vs S
-72.3%
+739.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.1% | -0.8% |
| 7D | +10.4% | -5.8% | +16.2% | +11.4% |
| 30D | -12.9% | -9.2% | -3.7% | -11.9% |
| 3M | -9.2% | +23.4% | -32.5% | -12.6% |
| 6M | +98.8% | +36.9% | +61.8% | +87.2% |
| YTD | +87.2% | +29.5% | +57.7% | +77.0% |
| 1Y | +239.0% | +5.4% | +233.5% | +230.7% |
| 3Y | +679.5% | +14.7% | +664.8% | +643.2% |
| 5Y | +667.3% | -71.5% | +738.8% | +745.5% |
| All | +667.3% | -72.3% | +739.6% | +745.5% |
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