+679.5%
TSEM vs TAP
-31.5%
+711.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.1% | +3.0% | -1.6% |
| 7D | +10.4% | -2.3% | +12.7% | +10.1% |
| 30D | -12.9% | -9.4% | -3.5% | -13.8% |
| 3M | -9.2% | -0.8% | -8.4% | -9.1% |
| 6M | +98.8% | -14.7% | +113.5% | +99.0% |
| YTD | +87.2% | -13.9% | +101.1% | +86.9% |
| 1Y | +239.0% | -18.6% | +257.6% | +239.6% |
| 3Y | +679.5% | -32.0% | +711.5% | +676.9% |
| All | +679.5% | -31.5% | +711.0% | +676.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling