+482.3%
TSEM vs SN
+496.6%
-14.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -1.4% |
| 7D | +10.4% | +0.1% | +10.3% | +10.4% |
| 30D | -12.9% | -5.6% | -7.3% | -11.6% |
| 3M | -9.2% | +48.1% | -57.2% | -20.8% |
| 6M | +98.8% | +57.6% | +41.1% | +68.9% |
| YTD | +87.2% | +56.5% | +30.7% | +59.0% |
| 1Y | +239.0% | +52.6% | +186.4% | +188.5% |
| 3Y | +679.5% | +412.0% | +267.5% | +484.1% |
| All | +482.3% | +496.6% | -14.3% | +334.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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