+1,282.5%
TSEM vs SPMO
+517.6%
+764.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.1% | +1.1% |
| 7D | -4.9% | -0.9% | -3.9% | -3.8% |
| 30D | -18.7% | -1.9% | -16.8% | -16.6% |
| 3M | -18.1% | -1.4% | -16.8% | -14.4% |
| 6M | +77.1% | +25.5% | +51.6% | +47.7% |
| YTD | +80.1% | +24.8% | +55.3% | +51.8% |
| 1Y | +220.4% | +24.5% | +195.9% | +173.0% |
| 3Y | +650.1% | +157.1% | +492.9% | +240.4% |
| 5Y | +628.9% | +149.5% | +479.4% | +235.6% |
| All | +1,282.5% | +517.6% | +764.9% | +267.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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