+80.5%
TSEM vs TLN
-17.6%
+98.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -8.5% | -0.2% | -3.4% |
| 7D | -23.1% | -6.0% | -17.1% | -19.8% |
| 30D | -40.4% | -1.5% | -38.8% | -39.4% |
| 3M | -37.9% | -3.9% | -34.0% | -35.7% |
| 6M | -30.8% | -15.0% | -15.8% | -24.2% |
| YTD | +26.7% | -12.8% | +39.5% | +30.0% |
| 1Y | +80.5% | -17.3% | +97.8% | +93.0% |
| All | +80.5% | -17.6% | +98.1% | +93.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 1y: compounded portfolio wealth divided by compounded TLN 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…
1y analysis · Full analysis span regression · 6 months rolling