+80.5%
TSEM vs SPXS
-30.2%
+110.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -4.9% | -3.9% | -14.0% |
| 7D | -23.1% | +2.2% | -25.3% | -20.8% |
| 30D | -40.4% | +3.8% | -44.1% | -36.7% |
| 3M | -37.9% | +3.3% | -41.2% | -33.3% |
| 6M | -30.8% | -16.7% | -14.1% | -36.6% |
| YTD | +26.7% | -28.5% | +55.3% | +4.4% |
| 1Y | +80.5% | -30.4% | +110.9% | +48.3% |
| All | +80.5% | -30.2% | +110.6% | +48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 1y: compounded portfolio wealth divided by compounded SPXS 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…
1y analysis · Full analysis span regression · 6 months rolling