+11.3%
TSEM vs SPY
+2,797.2%
-2,785.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -0.4% | +8.2% | +8.2% |
| 7D | +6.9% | +0.1% | +6.8% | +6.8% |
| 30D | +5.3% | +0.1% | +5.3% | +5.3% |
| 3M | -14.9% | +2.0% | -16.9% | -15.6% |
| 6M | +80.0% | +13.0% | +67.0% | +62.7% |
| YTD | +89.4% | +13.5% | +75.8% | +70.7% |
| 1Y | +253.1% | +20.0% | +233.1% | +204.0% |
| 3Y | +642.1% | +77.2% | +564.9% | +350.9% |
| 5Y | +659.1% | +81.9% | +577.2% | +339.7% |
| 10Y | +1,291.4% | +314.1% | +977.3% | +281.4% |
| All | +11.3% | +2,797.2% | -2,785.9% | -94.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling