+1,008.0%
TSEM vs TENB
+1.4%
+1,006.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.8% |
| 7D | +10.4% | -5.0% | +15.4% | +11.4% |
| 30D | -12.9% | -7.4% | -5.6% | -12.2% |
| 3M | -9.2% | +22.3% | -31.5% | -13.8% |
| 6M | +98.8% | +60.2% | +38.6% | +76.8% |
| YTD | +87.2% | +43.2% | +44.0% | +69.4% |
| 1Y | +239.0% | +8.2% | +230.8% | +225.8% |
| 3Y | +679.5% | -23.8% | +703.3% | +694.3% |
| 5Y | +667.3% | -26.9% | +694.1% | +646.6% |
| All | +1,008.0% | +1.4% | +1,006.6% | +786.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling