+617.0%
TSEM vs TCOM
+21.5%
+595.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.3% | -2.7% | -3.7% |
| 7D | +0.9% | -6.5% | +7.4% | +1.9% |
| 30D | -16.6% | -16.2% | -0.4% | -14.6% |
| 3M | -10.9% | -19.3% | +8.4% | -8.3% |
| 6M | +78.0% | -27.2% | +105.2% | +86.0% |
| YTD | +77.2% | -46.2% | +123.4% | +92.7% |
| 1Y | +207.6% | -46.6% | +254.2% | +234.9% |
| 3Y | +637.8% | +8.4% | +629.5% | +632.8% |
| 5Y | +617.0% | +25.8% | +591.2% | +617.8% |
| All | +617.0% | +21.5% | +595.5% | +617.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling