+685.2%
TSEM vs SOXQ
+290.2%
+395.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.8% |
| 7D | +4.7% | +5.2% | -0.5% | +1.0% |
| 30D | -14.2% | -0.5% | -13.7% | -13.6% |
| 3M | -5.0% | -5.6% | +0.6% | +1.4% |
| 6M | +87.6% | +53.0% | +34.5% | +48.2% |
| YTD | +84.4% | +68.8% | +15.7% | +38.4% |
| 1Y | +235.4% | +105.7% | +129.7% | +126.7% |
| 3Y | +668.0% | +240.5% | +427.5% | +301.8% |
| 5Y | +644.7% | +266.8% | +378.0% | +275.8% |
| All | +685.2% | +290.2% | +395.0% | +277.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ 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 SOXQ 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