+667.3%
TSEM vs SM
+111.2%
+556.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.6% | -4.8% | -1.6% |
| 7D | +10.4% | -0.2% | +10.6% | +10.4% |
| 30D | -12.9% | +31.5% | -44.5% | -16.3% |
| 3M | -9.2% | +17.3% | -26.5% | -11.5% |
| 6M | +98.8% | +48.5% | +50.3% | +85.4% |
| YTD | +87.2% | +106.3% | -19.0% | +65.3% |
| 1Y | +239.0% | +47.3% | +191.7% | +214.3% |
| 3Y | +679.5% | -1.4% | +680.9% | +639.0% |
| 5Y | +667.3% | +114.0% | +553.2% | +558.6% |
| All | +667.3% | +111.2% | +556.0% | +558.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling