+253.1%
TSEM vs TAP
-14.5%
+267.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -0.2% | +8.0% | +7.8% |
| 7D | +6.9% | -2.3% | +9.2% | +5.7% |
| 30D | +5.3% | -2.1% | +7.4% | +4.5% |
| 3M | -14.9% | +6.6% | -21.5% | -12.0% |
| 6M | +80.0% | -11.5% | +91.5% | +78.6% |
| YTD | +89.4% | -10.3% | +99.6% | +89.5% |
| 1Y | +253.1% | -14.4% | +267.5% | +246.9% |
| All | +253.1% | -14.5% | +267.6% | +246.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 1y: compounded portfolio wealth divided by compounded TAP 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…
1y analysis · Full analysis span regression · 6 months rolling