+464.6%
TSEM vs TLN
+589.3%
-124.7%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.4% | -0.7% |
| 7D | +4.7% | +5.8% | -1.1% | +2.4% |
| 30D | -14.2% | -6.9% | -7.4% | -11.7% |
| 3M | -5.0% | -10.9% | +5.8% | +0.4% |
| 6M | +87.6% | -4.6% | +92.2% | +92.0% |
| YTD | +84.4% | -14.7% | +99.2% | +93.4% |
| 1Y | +235.4% | -17.9% | +253.3% | +254.7% |
| 3Y | +668.0% | +483.9% | +184.1% | +430.1% |
| All | +464.6% | +589.3% | -124.7% | +295.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling