-26.7%
TSEM vs SPYG
+561.6%
-588.4%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.7% |
| 7D | +10.4% | +1.2% | +9.2% | +9.2% |
| 30D | -12.9% | -1.6% | -11.4% | -11.5% |
| 3M | -9.2% | +3.4% | -12.5% | -10.5% |
| 6M | +98.8% | +18.9% | +79.9% | +73.6% |
| YTD | +87.2% | +13.8% | +73.4% | +71.0% |
| 1Y | +239.0% | +20.6% | +218.4% | +196.0% |
| 3Y | +679.5% | +100.5% | +579.0% | +340.7% |
| 5Y | +667.3% | +84.6% | +582.7% | +350.1% |
| 10Y | +1,301.0% | +410.8% | +890.2% | +236.9% |
| All | -26.7% | +561.6% | -588.4% | -84.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling