+22.4%
TSEM vs SRE
+1,451.4%
-1,429.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -29.2% |
| 3M | -41.9% | -7.3% | -34.7% | -40.7% |
| 6M | -45.8% | -11.9% | -33.9% | -43.9% |
| YTD | +25.1% | -7.9% | +33.0% | +27.7% |
| 1Y | +48.2% | -11.1% | +59.4% | +52.8% |
| 3Y | +476.5% | +24.8% | +451.7% | +431.4% |
| 5Y | +301.4% | +52.4% | +249.1% | +243.7% |
| 10Y | +812.9% | +127.9% | +685.0% | +581.2% |
| All | +22.4% | +1,451.4% | -1,429.0% | -37.2% |
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