+11.3%
TSEM vs TAP
+839.3%
-828.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -0.2% | +8.0% | +7.9% |
| 7D | +6.9% | -2.3% | +9.2% | +7.3% |
| 30D | +5.3% | -2.1% | +7.4% | +5.6% |
| 3M | -14.9% | +6.6% | -21.5% | -16.2% |
| 6M | +80.0% | -11.5% | +91.5% | +82.1% |
| YTD | +89.4% | -10.3% | +99.6% | +90.6% |
| 1Y | +253.1% | -14.4% | +267.5% | +257.2% |
| 3Y | +642.1% | -28.3% | +670.4% | +665.5% |
| 5Y | +659.1% | +1.7% | +657.4% | +630.6% |
| 10Y | +1,291.4% | -49.2% | +1,340.6% | +1,343.7% |
| All | +11.3% | +839.3% | -828.0% | +10.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling