-20.5%
TSEM vs SPG
+5,181.9%
-5,202.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +0.1% | +7.5% | +7.6% |
| 7D | +6.8% | +2.7% | +4.0% | +6.1% |
| 30D | -26.6% | +16.6% | -43.2% | -29.5% |
| 3M | -36.3% | +8.1% | -44.4% | -37.8% |
| 6M | -30.6% | +19.3% | -49.9% | -34.3% |
| YTD | +35.3% | +31.1% | +4.2% | +25.0% |
| 1Y | +59.2% | +32.8% | +26.4% | +46.6% |
| 3Y | +547.7% | +135.8% | +411.9% | +417.9% |
| 5Y | +337.5% | +85.1% | +252.5% | +265.3% |
| 10Y | +887.4% | +115.9% | +771.4% | +630.0% |
| All | -20.5% | +5,181.9% | -5,202.4% | -66.5% |
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