+48.2%
TSEM vs TAP
-7.2%
+55.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +3.2% | -10.2% | -4.6% |
| 7D | +7.0% | +1.3% | +5.7% | +8.3% |
| 30D | -29.8% | +5.7% | -35.5% | -25.9% |
| 3M | -41.9% | -1.9% | -40.0% | -40.4% |
| 6M | -45.8% | +0.9% | -46.7% | -42.3% |
| YTD | +25.1% | -9.5% | +34.6% | +30.2% |
| 1Y | +48.2% | -9.0% | +57.2% | +54.1% |
| All | +48.2% | -7.2% | +55.5% | +54.1% |
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 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