-45.8%
TSEM vs SRE
-13.0%
-32.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.7% | -7.7% | -7.2% |
| 7D | +7.0% | +1.8% | +5.2% | +6.4% |
| 30D | -29.8% | -3.0% | -26.8% | -28.8% |
| 3M | -41.9% | -7.3% | -34.7% | -40.7% |
| 6M | -45.8% | -11.9% | -33.9% | -44.4% |
| All | -45.8% | -13.0% | -32.7% | -44.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling