+1,282.5%
TSEM vs SU
+267.2%
+1,015.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | -4.9% | +2.2% | -7.1% | -5.4% |
| 30D | -18.7% | +8.4% | -27.2% | -20.6% |
| 3M | -18.1% | +12.1% | -30.2% | -20.8% |
| 6M | +77.1% | +19.7% | +57.4% | +68.1% |
| YTD | +80.1% | +58.4% | +21.7% | +59.2% |
| 1Y | +220.4% | +67.2% | +153.2% | +179.2% |
| 3Y | +650.1% | +125.0% | +525.0% | +501.4% |
| 5Y | +628.9% | +355.1% | +273.8% | +356.8% |
| All | +1,282.5% | +267.2% | +1,015.3% | +867.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 10y: compounded portfolio wealth divided by compounded SU 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…
10y analysis · Full analysis span regression · 6 months rolling