+220.4%
TSEM vs SPXS
-36.2%
+256.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.4% | +4.1% | -0.7% |
| 7D | -4.9% | +2.5% | -7.4% | -2.4% |
| 30D | -18.7% | +4.2% | -22.9% | -15.1% |
| 3M | -18.1% | -9.3% | -8.8% | -22.6% |
| 6M | +77.1% | -30.7% | +107.8% | +38.7% |
| YTD | +80.1% | -28.1% | +108.2% | +47.4% |
| 1Y | +220.4% | -35.1% | +255.4% | +150.7% |
| All | +220.4% | -36.2% | +256.6% | +150.7% |
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