+1,585.7%
TSEM vs SPMO
+575.8%
+1,009.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.7% |
| 7D | +10.4% | +3.4% | +7.0% | +6.6% |
| 30D | -12.9% | +0.5% | -13.5% | -13.0% |
| 3M | -9.2% | +1.9% | -11.1% | -8.2% |
| 6M | +98.8% | +27.8% | +71.0% | +62.6% |
| YTD | +87.2% | +26.7% | +60.6% | +55.2% |
| 1Y | +239.0% | +28.9% | +210.1% | +178.8% |
| 3Y | +679.5% | +160.7% | +518.8% | +247.4% |
| 5Y | +667.3% | +150.2% | +517.1% | +250.4% |
| 10Y | +1,301.0% | +517.5% | +783.5% | +200.2% |
| All | +1,585.7% | +575.8% | +1,009.9% | +230.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling