-21.0%
TSEM vs SPY
+2,755.1%
-2,776.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.3% | -0.3% |
| 7D | +20.5% | +3.3% | +17.2% | +16.9% |
| 30D | -29.0% | -2.7% | -26.3% | -26.2% |
| 3M | -39.4% | -1.7% | -37.6% | -37.4% |
| 6M | -28.5% | +3.1% | -31.6% | -28.7% |
| YTD | +34.4% | +11.9% | +22.5% | +24.7% |
| 1Y | +48.3% | +12.0% | +36.4% | +38.0% |
| 3Y | +543.5% | +78.2% | +465.4% | +294.7% |
| 5Y | +331.4% | +73.2% | +258.2% | +165.4% |
| 10Y | +881.1% | +309.6% | +571.5% | +175.7% |
| All | -21.0% | +2,755.1% | -2,776.1% | -95.6% |
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