+887.4%
TSEM vs SM
+10.6%
+876.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +5.6% | +2.1% | +7.0% |
| 7D | +6.8% | +0.3% | +6.4% | +6.8% |
| 30D | -26.6% | -17.3% | -9.3% | -25.2% |
| 3M | -36.3% | -3.6% | -32.8% | -36.4% |
| 6M | -30.6% | +2.9% | -33.5% | -31.5% |
| YTD | +35.3% | +70.2% | -34.9% | +25.5% |
| 1Y | +59.2% | +66.5% | -7.3% | +47.8% |
| 3Y | +547.7% | -8.2% | +555.9% | +532.2% |
| 5Y | +337.5% | -1.5% | +339.0% | +311.1% |
| 10Y | +887.4% | +11.9% | +875.5% | +662.6% |
| All | +887.4% | +10.6% | +876.8% | +662.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 10y: compounded portfolio wealth divided by compounded SM 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…
10y analysis · Full analysis span regression · 6 months rolling