+220.4%
TSEM vs TNA
+52.8%
+167.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +0.9% |
| 7D | -4.9% | -7.3% | +2.4% | +0.3% |
| 30D | -18.7% | -14.2% | -4.6% | -9.4% |
| 3M | -18.1% | -4.6% | -13.6% | -13.8% |
| 6M | +77.1% | +36.9% | +40.2% | +50.8% |
| YTD | +80.1% | +42.5% | +37.6% | +49.0% |
| 1Y | +220.4% | +45.8% | +174.6% | +160.8% |
| All | +220.4% | +52.8% | +167.6% | +160.8% |
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 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