+655.9%
TSEM vs SPG
+109.1%
+546.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.3% | -1.5% |
| 7D | +10.4% | 0.0% | +10.4% | +10.4% |
| 30D | -12.9% | -4.9% | -8.0% | -11.6% |
| 3M | -9.2% | +3.3% | -12.5% | -11.3% |
| 6M | +98.8% | +11.2% | +87.6% | +88.4% |
| YTD | +87.2% | +17.1% | +70.2% | +73.6% |
| 1Y | +239.0% | +21.6% | +217.4% | +208.6% |
| 3Y | +679.5% | +111.9% | +567.6% | +496.6% |
| All | +655.9% | +109.1% | +546.8% | +470.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling