+235.4%
TSEM vs TLN
-18.5%
+253.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.4% | -0.5% |
| 7D | +4.7% | +5.8% | -1.1% | +1.6% |
| 30D | -14.2% | -6.9% | -7.4% | -10.9% |
| 3M | -5.0% | -10.9% | +5.8% | +2.3% |
| 6M | +87.6% | -4.6% | +92.2% | +93.6% |
| YTD | +84.4% | -14.7% | +99.2% | +91.4% |
| 1Y | +235.4% | -17.9% | +253.3% | +251.6% |
| All | +235.4% | -18.5% | +253.9% | +251.6% |
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