+1,282.5%
TSEM vs SPY
+322.5%
+960.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +0.6% |
| 7D | -4.9% | -0.8% | -4.1% | -4.0% |
| 30D | -18.7% | -1.1% | -17.7% | -17.7% |
| 3M | -18.1% | +3.9% | -22.0% | -20.9% |
| 6M | +77.1% | +13.6% | +63.5% | +56.1% |
| YTD | +80.1% | +12.7% | +67.5% | +60.8% |
| 1Y | +220.4% | +17.5% | +202.9% | +175.5% |
| 3Y | +650.1% | +76.9% | +573.2% | +330.7% |
| 5Y | +628.9% | +83.6% | +545.3% | +296.6% |
| All | +1,282.5% | +322.5% | +960.0% | +175.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling