+175.8%
TSEM vs SOLS
+17.1%
+158.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.7% | -1.2% | -2.4% |
| 7D | +0.9% | +0.3% | +0.6% | +0.9% |
| 30D | -16.6% | +0.9% | -17.5% | -17.2% |
| 3M | -10.9% | -20.7% | +9.8% | +0.5% |
| 6M | +78.0% | -17.7% | +95.7% | +99.2% |
| YTD | +77.2% | +27.1% | +50.1% | +78.1% |
| All | +175.8% | +17.1% | +158.7% | +176.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SOLS.
Daily Out/Under-Performance
Portfolio return minus SOLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOLS 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 SOLS 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