+852.7%
TSEM vs TAP
-47.7%
+900.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.6% |
| 7D | +20.5% | -6.3% | +26.8% | +21.3% |
| 30D | -29.0% | +2.7% | -31.7% | -29.6% |
| 3M | -39.4% | -3.7% | -35.6% | -39.4% |
| 6M | -28.5% | -2.0% | -26.5% | -29.2% |
| YTD | +34.4% | -12.3% | +46.8% | +35.2% |
| 1Y | +48.3% | -10.1% | +58.4% | +48.2% |
| 3Y | +543.5% | -25.3% | +568.8% | +558.9% |
| 5Y | +331.4% | -1.9% | +333.4% | +305.2% |
| All | +852.7% | -47.7% | +900.4% | +847.1% |
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