+253.1%
TSEM vs TNA
+70.0%
+183.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +0.7% | +7.1% | +7.3% |
| 7D | +6.9% | -0.1% | +7.0% | +7.0% |
| 30D | +5.3% | -4.9% | +10.2% | +9.3% |
| 3M | -14.9% | +0.4% | -15.3% | -13.8% |
| 6M | +80.0% | +32.5% | +47.5% | +53.6% |
| YTD | +89.4% | +53.7% | +35.6% | +50.1% |
| 1Y | +253.1% | +65.1% | +188.0% | +176.7% |
| All | +253.1% | +70.0% | +183.1% | +176.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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