+85.3%
TSEM vs SRE
+1,525.5%
-1,440.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -0.6% | +8.5% | +8.0% |
| 7D | +6.9% | -0.3% | +7.2% | +6.9% |
| 30D | +5.3% | -0.7% | +6.0% | +5.3% |
| 3M | -14.9% | -6.3% | -8.6% | -13.6% |
| 6M | +80.0% | -10.7% | +90.7% | +85.7% |
| YTD | +89.4% | -3.5% | +92.8% | +90.7% |
| 1Y | +253.1% | +5.3% | +247.8% | +245.6% |
| 3Y | +642.1% | +31.8% | +610.3% | +572.4% |
| 5Y | +659.1% | +47.4% | +611.7% | +555.6% |
| 10Y | +1,291.4% | +120.6% | +1,170.8% | +944.6% |
| All | +85.3% | +1,525.5% | -1,440.2% | -6.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling