+303.4%
TSEM vs SN
+681.9%
-378.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +2.9% | +7.9% | +10.1% |
| 7D | -2.0% | +7.6% | -9.6% | -3.8% |
| 30D | -33.4% | +24.1% | -57.5% | -37.3% |
| 3M | -39.7% | +23.7% | -63.4% | -43.4% |
| 6M | -27.8% | +105.5% | -133.4% | -43.2% |
| YTD | +29.7% | +105.1% | -75.4% | +1.8% |
| 1Y | +81.1% | +148.3% | -67.1% | +34.0% |
| 3Y | +529.3% | +438.7% | +90.6% | +335.6% |
| All | +303.4% | +681.9% | -378.5% | +178.3% |
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