+7,227.3%
TSEM vs SPXS
-100.0%
+7,327.3%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.8% | -0.5% |
| 7D | +10.4% | -1.5% | +12.0% | +9.8% |
| 30D | -12.9% | +3.7% | -16.6% | -11.6% |
| 3M | -9.2% | -9.6% | +0.4% | -10.8% |
| 6M | +98.8% | -32.4% | +131.2% | +78.8% |
| YTD | +87.2% | -28.7% | +115.9% | +73.3% |
| 1Y | +239.0% | -38.1% | +277.1% | +203.1% |
| 3Y | +679.5% | -80.1% | +759.6% | +429.4% |
| 5Y | +667.3% | -85.9% | +753.2% | +429.1% |
| 10Y | +1,301.0% | -99.5% | +1,400.5% | +311.0% |
| All | +7,227.3% | -100.0% | +7,327.3% | +669.0% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling