+490.5%
TSEM vs SNAP
-79.3%
+569.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -2.6% | +7.4% | +5.2% |
| 7D | -17.5% | -7.1% | -10.4% | -16.7% |
| 30D | -44.7% | -14.6% | -30.0% | -43.5% |
| 3M | -38.9% | -5.0% | -33.9% | -38.8% |
| 6M | -36.7% | -18.8% | -17.9% | -35.5% |
| YTD | +17.0% | -38.5% | +55.5% | +22.7% |
| 1Y | +62.8% | -38.1% | +100.9% | +70.9% |
| 3Y | +471.3% | -53.8% | +525.1% | +496.1% |
| 5Y | +290.3% | -90.7% | +381.0% | +357.2% |
| All | +490.5% | -79.3% | +569.8% | +403.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling