+887.4%
TSEM vs TAP
-47.8%
+935.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.7% | +8.4% | +7.7% |
| 7D | +6.8% | -8.0% | +14.8% | +7.7% |
| 30D | -26.6% | +4.1% | -30.7% | -27.4% |
| 3M | -36.3% | -4.4% | -32.0% | -36.3% |
| 6M | -30.6% | -1.9% | -28.6% | -31.2% |
| YTD | +35.3% | -12.1% | +47.4% | +36.0% |
| 1Y | +59.2% | -12.0% | +71.3% | +59.8% |
| 3Y | +547.7% | -25.0% | +572.7% | +562.9% |
| 5Y | +337.5% | -1.1% | +338.6% | +310.4% |
| 10Y | +887.4% | -47.6% | +935.0% | +886.3% |
| All | +887.4% | -47.8% | +935.2% | +886.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling