+637.8%
TSEM vs TNA
+99.7%
+538.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.0% | -0.9% | -2.6% |
| 7D | +0.9% | -7.6% | +8.5% | +4.4% |
| 30D | -16.6% | -13.6% | -3.0% | -11.1% |
| 3M | -10.9% | +2.8% | -13.7% | -10.5% |
| 6M | +78.0% | +34.5% | +43.5% | +61.7% |
| YTD | +77.2% | +41.0% | +36.2% | +57.7% |
| 1Y | +207.6% | +52.0% | +155.6% | +165.1% |
| All | +637.8% | +99.7% | +538.1% | +442.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling