+133.8%
TSEM vs TCOM
+2,694.8%
-2,561.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -0.9% | +8.7% | +8.0% |
| 7D | +6.9% | -9.5% | +16.4% | +9.2% |
| 30D | +5.3% | -10.7% | +16.0% | +7.7% |
| 3M | -14.9% | -14.6% | -0.3% | -12.5% |
| 6M | +80.0% | -19.3% | +99.4% | +87.3% |
| YTD | +89.4% | -42.9% | +132.3% | +111.2% |
| 1Y | +253.1% | -43.8% | +296.9% | +295.2% |
| 3Y | +642.1% | +2.1% | +640.0% | +610.9% |
| 5Y | +659.1% | +31.2% | +627.9% | +538.6% |
| 10Y | +1,291.4% | -13.9% | +1,305.3% | +1,122.8% |
| All | +133.8% | +2,694.8% | -2,561.0% | -14.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling