+253.1%
TSEM vs SPYG
+22.6%
+230.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -0.1% | +8.0% | +8.1% |
| 7D | +6.9% | +0.4% | +6.5% | +6.0% |
| 30D | +5.3% | -0.4% | +5.8% | +6.7% |
| 3M | -14.9% | +0.5% | -15.5% | -14.4% |
| 6M | +80.0% | +17.5% | +62.6% | +34.3% |
| YTD | +89.4% | +14.3% | +75.0% | +49.5% |
| 1Y | +253.1% | +21.7% | +231.4% | +161.6% |
| All | +253.1% | +22.6% | +230.5% | +161.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 1y: compounded portfolio wealth divided by compounded SPYG 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…
1y analysis · Full analysis span regression · 6 months rolling