+617.0%
TSEM vs SRE
+46.9%
+570.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.2% | -2.7% | -3.6% |
| 7D | +0.9% | -0.7% | +1.6% | +1.1% |
| 30D | -16.6% | -1.7% | -14.9% | -16.4% |
| 3M | -10.9% | -7.1% | -3.8% | -9.4% |
| 6M | +78.0% | -8.4% | +86.4% | +81.7% |
| YTD | +77.2% | -3.5% | +80.7% | +78.5% |
| 1Y | +207.6% | +5.4% | +202.2% | +202.1% |
| 3Y | +637.8% | +29.5% | +608.3% | +588.9% |
| 5Y | +617.0% | +48.3% | +568.7% | +543.5% |
| All | +617.0% | +46.9% | +570.1% | +543.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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