+966.1%
TSEM vs TENB
-9.4%
+975.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -6.0% | +7.7% | +2.8% |
| 7D | -4.9% | -12.1% | +7.2% | -2.6% |
| 30D | -18.7% | -18.6% | -0.1% | -16.1% |
| 3M | -18.1% | +12.1% | -30.2% | -21.1% |
| 6M | +77.1% | +46.8% | +30.3% | +59.9% |
| YTD | +80.1% | +28.0% | +52.2% | +66.4% |
| 1Y | +220.4% | -1.4% | +221.8% | +213.0% |
| 3Y | +650.1% | -33.9% | +684.0% | +684.7% |
| 5Y | +628.9% | -34.6% | +663.5% | +623.7% |
| All | +966.1% | -9.4% | +975.5% | +770.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 10y: compounded portfolio wealth divided by compounded TENB 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…
10y analysis · Full analysis span regression · 6 months rolling