+253.1%
TSEM vs SNAP
-24.3%
+277.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -4.0% | +11.9% | +8.7% |
| 7D | +6.9% | +0.7% | +6.2% | +6.6% |
| 30D | +5.3% | +2.6% | +2.7% | +3.9% |
| 3M | -14.9% | -9.9% | -5.0% | -12.8% |
| 6M | +80.0% | +1.9% | +78.2% | +74.3% |
| YTD | +89.4% | -32.2% | +121.6% | +103.2% |
| 1Y | +253.1% | -22.8% | +275.9% | +291.0% |
| All | +253.1% | -24.3% | +277.4% | +291.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 1y: compounded portfolio wealth divided by compounded SNAP 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…
1y analysis · Full analysis span regression · 6 months rolling