+529.3%
TSEM vs SN
+428.0%
+101.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +2.9% | +7.9% | +9.9% |
| 7D | -2.0% | +7.6% | -9.6% | -4.3% |
| 30D | -33.4% | +24.1% | -57.5% | -38.3% |
| 3M | -39.7% | +23.7% | -63.4% | -44.3% |
| 6M | -27.8% | +105.5% | -133.4% | -46.8% |
| YTD | +29.7% | +105.1% | -75.4% | -4.8% |
| 1Y | +81.1% | +148.3% | -67.1% | +22.7% |
| 3Y | +529.3% | +438.7% | +90.6% | +259.5% |
| All | +529.3% | +428.0% | +101.3% | +259.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling