+688.4%
TSEM vs SPG
+109.7%
+578.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -1.0% | +8.8% | +8.2% |
| 7D | +6.9% | -2.4% | +9.3% | +7.8% |
| 30D | +5.3% | -6.8% | +12.1% | +7.9% |
| 3M | -14.9% | +2.7% | -17.6% | -17.6% |
| 6M | +80.0% | +5.5% | +74.6% | +71.7% |
| YTD | +89.4% | +15.7% | +73.6% | +71.4% |
| 1Y | +253.1% | +20.9% | +232.2% | +210.1% |
| All | +688.4% | +109.7% | +578.7% | +472.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling