+667.3%
TSEM vs TAP
0.0%
+667.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.1% | +3.0% | -1.2% |
| 7D | +10.4% | -2.3% | +12.7% | +10.4% |
| 30D | -12.9% | -9.4% | -3.5% | -13.0% |
| 3M | -9.2% | -0.8% | -8.4% | -9.3% |
| 6M | +98.8% | -14.7% | +113.5% | +100.2% |
| YTD | +87.2% | -13.9% | +101.1% | +87.9% |
| 1Y | +239.0% | -18.6% | +257.6% | +241.8% |
| 3Y | +679.5% | -32.0% | +711.5% | +698.1% |
| 5Y | +667.3% | -1.0% | +668.2% | +620.6% |
| All | +667.3% | 0.0% | +667.3% | +620.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling