-26.1%
TSEM vs SPY
+2,728.0%
-2,754.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -2.7% |
| 7D | -9.5% | -0.6% | -8.9% | -8.6% |
| 30D | -35.5% | -3.7% | -31.8% | -32.3% |
| 3M | -41.6% | -2.7% | -38.8% | -39.1% |
| 6M | -30.1% | +2.2% | -32.2% | -29.6% |
| YTD | +25.7% | +10.8% | +14.9% | +17.6% |
| 1Y | +50.5% | +11.2% | +39.2% | +40.8% |
| 3Y | +501.7% | +76.5% | +425.2% | +272.3% |
| 5Y | +310.9% | +72.9% | +238.0% | +153.1% |
| 10Y | +849.8% | +304.8% | +545.0% | +169.9% |
| All | -26.1% | +2,728.0% | -2,754.1% | -95.8% |
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