+476.5%
TSEM vs TCOM
+26.7%
+449.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.9% | -7.8% | -7.1% |
| 7D | +7.0% | -1.8% | +8.7% | +7.3% |
| 30D | -29.8% | +12.1% | -41.9% | -31.6% |
| 3M | -41.9% | -3.2% | -38.7% | -41.7% |
| 6M | -45.8% | -16.6% | -29.1% | -43.8% |
| YTD | +25.1% | -39.4% | +64.5% | +38.8% |
| 1Y | +48.2% | -41.5% | +89.8% | +65.8% |
| 3Y | +476.5% | +24.4% | +452.1% | +454.5% |
| All | +476.5% | +26.7% | +449.8% | +454.5% |
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