+617.0%
TSEM vs SPYG
+82.6%
+534.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.8% | -3.1% | -3.1% |
| 7D | +0.9% | -1.8% | +2.7% | +2.9% |
| 30D | -16.6% | -1.9% | -14.7% | -14.8% |
| 3M | -10.9% | +5.2% | -16.1% | -13.7% |
| 6M | +78.0% | +15.6% | +62.5% | +59.4% |
| YTD | +77.2% | +12.4% | +64.8% | +63.3% |
| 1Y | +207.6% | +17.5% | +190.1% | +175.3% |
| 3Y | +637.8% | +98.1% | +539.8% | +378.5% |
| 5Y | +617.0% | +84.9% | +532.1% | +422.0% |
| All | +617.0% | +82.6% | +534.4% | +422.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling