+1,259.9%
TSEM vs SPG
+64.3%
+1,195.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.1% | -4.0% | -3.9% |
| 7D | +0.9% | -2.2% | +3.1% | +1.5% |
| 30D | -16.6% | -5.8% | -10.9% | -15.5% |
| 3M | -10.9% | -2.8% | -8.1% | -10.8% |
| 6M | +78.0% | +8.9% | +69.1% | +72.7% |
| YTD | +77.2% | +14.3% | +62.9% | +69.5% |
| 1Y | +207.6% | +19.5% | +188.1% | +190.2% |
| 3Y | +637.8% | +106.9% | +531.0% | +510.2% |
| 5Y | +617.0% | +108.7% | +508.3% | +484.2% |
| All | +1,259.9% | +64.3% | +1,195.6% | +1,078.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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