+845.1%
TSEM vs SNAP
-77.4%
+922.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -1.0% |
| 7D | +10.4% | +1.5% | +8.9% | +10.2% |
| 30D | -12.9% | +1.9% | -14.8% | -13.5% |
| 3M | -9.2% | -3.9% | -5.3% | -9.2% |
| 6M | +98.8% | +5.2% | +93.5% | +95.3% |
| YTD | +87.2% | -32.7% | +119.9% | +94.4% |
| 1Y | +239.0% | -24.8% | +263.8% | +246.4% |
| 3Y | +679.5% | -42.2% | +721.7% | +691.2% |
| 5Y | +667.3% | -92.7% | +759.9% | +825.6% |
| All | +845.1% | -77.4% | +922.4% | +697.8% |
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