+69.9%
TSEM vs TKO
+1,439.7%
-1,369.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.0% | -6.1% | -2.2% |
| 7D | +10.4% | +7.2% | +3.3% | +8.7% |
| 30D | -12.9% | +4.7% | -17.6% | -14.0% |
| 3M | -9.2% | -3.2% | -6.0% | -9.1% |
| 6M | +98.8% | -2.9% | +101.6% | +98.2% |
| YTD | +87.2% | -5.8% | +93.0% | +87.4% |
| 1Y | +239.0% | -1.1% | +240.0% | +234.9% |
| 3Y | +679.5% | +111.1% | +568.4% | +542.5% |
| 5Y | +667.3% | +315.6% | +351.7% | +433.3% |
| 10Y | +1,301.0% | +978.5% | +322.6% | +654.3% |
| All | +69.9% | +1,439.7% | -1,369.8% | -41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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