+655.5%
TSEM vs S
-56.8%
+712.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +0.4% | +7.4% | +7.8% |
| 7D | +6.9% | -7.7% | +14.6% | +8.1% |
| 30D | +5.3% | -5.3% | +10.6% | +5.9% |
| 3M | -14.9% | +20.3% | -35.2% | -17.7% |
| 6M | +80.0% | +47.4% | +32.7% | +67.9% |
| YTD | +89.4% | +32.5% | +56.8% | +78.7% |
| 1Y | +253.1% | +9.5% | +243.6% | +242.6% |
| 3Y | +642.1% | +15.5% | +626.6% | +607.0% |
| 5Y | +659.1% | -71.2% | +730.3% | +709.3% |
| All | +655.5% | -56.8% | +712.3% | +686.4% |
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