+1,282.5%
TSEM vs TNA
+86.1%
+1,196.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.3% |
| 7D | -4.9% | -7.3% | +2.4% | -2.6% |
| 30D | -18.7% | -14.2% | -4.6% | -14.7% |
| 3M | -18.1% | -4.6% | -13.6% | -16.2% |
| 6M | +77.1% | +36.9% | +40.2% | +63.5% |
| YTD | +80.1% | +42.5% | +37.6% | +63.9% |
| 1Y | +220.4% | +45.8% | +174.6% | +188.5% |
| 3Y | +650.1% | +104.7% | +545.4% | +470.0% |
| 5Y | +628.9% | -21.7% | +650.6% | +543.6% |
| All | +1,282.5% | +86.1% | +1,196.4% | +691.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling