+263.8%
TSEM vs SN
+659.6%
-395.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.7% | +2.2% | +4.1% |
| 7D | -17.5% | +7.2% | -24.7% | -19.1% |
| 30D | -44.7% | +20.4% | -65.1% | -47.6% |
| 3M | -38.9% | +23.9% | -62.8% | -42.7% |
| 6M | -36.7% | +93.0% | -129.7% | -49.2% |
| YTD | +17.0% | +99.2% | -82.3% | -7.6% |
| 1Y | +62.8% | +142.6% | -79.8% | +21.0% |
| 3Y | +471.3% | +398.8% | +72.5% | +298.2% |
| All | +263.8% | +659.6% | -395.7% | +152.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling