+1,282.5%
TSEM vs SNY
+64.5%
+1,218.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.5% | +1.6% |
| 7D | -4.9% | -3.3% | -1.5% | -4.1% |
| 30D | -18.7% | -2.2% | -16.6% | -18.4% |
| 3M | -18.1% | -3.0% | -15.1% | -18.0% |
| 6M | +77.1% | +2.7% | +74.4% | +74.3% |
| YTD | +80.1% | -6.8% | +87.0% | +81.6% |
| 1Y | +220.4% | -5.3% | +225.6% | +220.9% |
| 3Y | +650.1% | -9.8% | +659.9% | +640.4% |
| 5Y | +628.9% | +9.7% | +619.2% | +546.9% |
| All | +1,282.5% | +64.5% | +1,218.0% | +980.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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