-31.2%
TSEM vs TAP
+835.4%
-866.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -4.5% | +9.3% | +5.5% |
| 7D | -17.5% | +0.5% | -18.0% | -17.7% |
| 30D | -44.7% | +9.1% | -53.8% | -45.7% |
| 3M | -38.9% | -3.8% | -35.1% | -38.9% |
| 6M | -36.7% | -3.4% | -33.2% | -37.1% |
| YTD | +17.0% | -10.6% | +27.6% | +17.1% |
| 1Y | +62.8% | -4.4% | +67.2% | +61.1% |
| 3Y | +471.3% | -24.4% | +495.7% | +481.2% |
| 5Y | +290.3% | +2.1% | +288.2% | +273.4% |
| 10Y | +790.1% | -48.7% | +838.8% | +817.1% |
| All | -31.2% | +835.4% | -866.7% | -32.2% |
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