+11.3%
TSEM vs SPG
+4,562.4%
-4,551.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -1.0% | +8.8% | +8.1% |
| 7D | +6.9% | -2.4% | +9.3% | +7.5% |
| 30D | +5.3% | -6.8% | +12.1% | +7.1% |
| 3M | -14.9% | +2.7% | -17.6% | -16.0% |
| 6M | +80.0% | +5.5% | +74.6% | +76.5% |
| YTD | +89.4% | +15.7% | +73.6% | +81.0% |
| 1Y | +253.1% | +20.9% | +232.2% | +233.1% |
| 3Y | +642.1% | +112.4% | +529.7% | +510.1% |
| 5Y | +659.1% | +101.4% | +557.7% | +522.8% |
| 10Y | +1,291.4% | +60.6% | +1,230.7% | +1,008.6% |
| All | +11.3% | +4,562.4% | -4,551.1% | -51.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling