+297.0%
TSEM vs TLN
+683.0%
-386.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +7.2% | +3.7% | +7.6% |
| 7D | -2.0% | +9.1% | -11.0% | -5.3% |
| 30D | -33.4% | -4.1% | -29.3% | -31.7% |
| 3M | -39.7% | +4.4% | -44.1% | -40.3% |
| 6M | -27.8% | -6.0% | -21.8% | -25.5% |
| YTD | +29.7% | -3.1% | +32.8% | +30.0% |
| 1Y | +81.1% | -6.1% | +87.2% | +83.1% |
| 3Y | +529.3% | +575.3% | -46.0% | +316.3% |
| All | +297.0% | +683.0% | -386.0% | +166.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling