+676.6%
TSEM vs SN
+419.0%
+257.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -1.0% | +8.9% | +8.2% |
| 7D | +6.9% | -9.3% | +16.2% | +10.3% |
| 30D | +5.3% | -4.8% | +10.1% | +6.9% |
| 3M | -14.9% | +40.4% | -55.3% | -25.9% |
| 6M | +80.0% | +50.9% | +29.1% | +51.4% |
| YTD | +89.4% | +54.9% | +34.4% | +57.0% |
| 1Y | +253.1% | +43.0% | +210.1% | +199.7% |
| All | +676.6% | +419.0% | +257.6% | +441.0% |
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