+650.1%
TSEM vs TCOM
+8.0%
+642.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.8% | +1.5% |
| 7D | -4.9% | -4.9% | 0.0% | -3.7% |
| 30D | -18.7% | -14.4% | -4.4% | -15.9% |
| 3M | -18.1% | -17.7% | -0.5% | -14.6% |
| 6M | +77.1% | -25.1% | +102.2% | +89.1% |
| YTD | +80.1% | -45.7% | +125.9% | +106.6% |
| 1Y | +220.4% | -47.9% | +268.2% | +271.0% |
| 3Y | +650.1% | +8.9% | +641.1% | +601.6% |
| All | +650.1% | +8.0% | +642.1% | +601.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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