+253.1%
TSEM vs SPY
+20.8%
+232.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -0.4% | +8.2% | +9.0% |
| 7D | +6.9% | +0.1% | +6.8% | +6.5% |
| 30D | +5.3% | +0.1% | +5.3% | +5.3% |
| 3M | -14.9% | +2.0% | -16.9% | -18.4% |
| 6M | +80.0% | +13.0% | +67.0% | +33.9% |
| YTD | +89.4% | +13.5% | +75.8% | +38.6% |
| 1Y | +253.1% | +20.0% | +233.1% | +145.4% |
| All | +253.1% | +20.8% | +232.2% | +145.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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