+471.3%
TSEM vs SNAP
-53.8%
+525.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -2.6% | +7.4% | +5.4% |
| 7D | -17.5% | -7.1% | -10.4% | -16.2% |
| 30D | -44.7% | -14.6% | -30.0% | -42.9% |
| 3M | -38.9% | -5.0% | -33.9% | -38.8% |
| 6M | -36.7% | -18.8% | -17.9% | -34.7% |
| YTD | +17.0% | -38.5% | +55.5% | +25.8% |
| 1Y | +62.8% | -38.1% | +100.9% | +75.2% |
| 3Y | +471.3% | -53.8% | +525.1% | +477.5% |
| All | +471.3% | -53.8% | +525.1% | +477.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling