+578.7%
TSEM vs SNAP
-78.3%
+656.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | -0.3% |
| 7D | +20.5% | +2.6% | +18.0% | +20.1% |
| 30D | -29.0% | -19.6% | -9.4% | -26.8% |
| 3M | -39.4% | +0.4% | -39.7% | -39.7% |
| 6M | -28.5% | -5.9% | -22.6% | -28.5% |
| YTD | +34.4% | -35.3% | +69.8% | +40.2% |
| 1Y | +48.3% | -42.6% | +90.9% | +57.1% |
| 3Y | +543.5% | -53.9% | +597.4% | +571.2% |
| 5Y | +331.4% | -90.3% | +421.7% | +402.7% |
| All | +578.7% | -78.3% | +656.9% | +475.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling