+48.2%
TSEM vs TLN
+1.6%
+46.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.8% | -4.2% | -5.2% |
| 7D | +7.0% | +11.0% | -4.1% | +0.4% |
| 30D | -29.8% | +4.9% | -34.7% | -31.3% |
| 3M | -41.9% | +4.9% | -46.8% | -43.4% |
| 6M | -45.8% | +7.1% | -52.9% | -46.6% |
| YTD | +25.1% | +0.3% | +24.8% | +17.3% |
| 1Y | +48.2% | +5.9% | +42.3% | +35.8% |
| All | +48.2% | +1.6% | +46.6% | +35.8% |
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