+501.7%
TSEM vs SPY
+78.4%
+423.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -2.4% |
| 7D | -9.5% | -0.6% | -8.9% | -8.0% |
| 30D | -35.5% | -3.7% | -31.8% | -29.6% |
| 3M | -41.6% | -2.7% | -38.8% | -37.1% |
| 6M | -30.1% | +2.2% | -32.2% | -29.7% |
| YTD | +25.7% | +10.8% | +14.9% | +11.1% |
| 1Y | +50.5% | +11.2% | +39.2% | +32.9% |
| 3Y | +501.7% | +76.5% | +425.2% | +193.7% |
| All | +501.7% | +78.4% | +423.4% | +193.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling