+417.5%
TSEM vs S
-48.9%
+466.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +8.0% | +2.8% | +9.6% |
| 7D | -2.0% | +1.6% | -3.5% | -2.0% |
| 30D | -33.4% | -10.5% | -22.9% | -32.2% |
| 3M | -39.7% | +9.9% | -49.6% | -40.8% |
| 6M | -27.8% | +41.8% | -69.6% | -32.0% |
| YTD | +29.7% | +56.8% | -27.1% | +19.2% |
| 1Y | +81.1% | +39.0% | +42.1% | +69.6% |
| 3Y | +529.3% | +53.8% | +475.5% | +477.3% |
| 5Y | +315.0% | -68.6% | +383.5% | +335.8% |
| All | +417.5% | -48.9% | +466.3% | +424.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling