+4,784.9%
TSEM vs SPXU
-100.0%
+4,884.9%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -0.4% |
| 7D | +10.4% | -1.5% | +11.9% | +9.7% |
| 30D | -12.9% | +3.7% | -16.7% | -11.4% |
| 3M | -9.2% | -9.6% | +0.4% | -11.0% |
| 6M | +98.8% | -32.4% | +131.1% | +76.7% |
| YTD | +87.2% | -28.7% | +115.9% | +71.7% |
| 1Y | +239.0% | -38.2% | +277.2% | +198.8% |
| 3Y | +679.5% | -80.4% | +759.9% | +401.8% |
| 5Y | +667.3% | -86.0% | +753.3% | +401.7% |
| 10Y | +1,301.0% | -99.5% | +1,400.5% | +225.1% |
| All | +4,784.9% | -100.0% | +4,884.9% | +90.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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