+7,227.3%
TSEM vs TNA
+990.0%
+6,237.4%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.7% |
| 7D | +10.4% | +4.1% | +6.4% | +9.1% |
| 30D | -12.9% | -7.6% | -5.3% | -10.7% |
| 3M | -9.2% | +8.1% | -17.3% | -10.5% |
| 6M | +98.8% | +49.0% | +49.8% | +78.7% |
| YTD | +87.2% | +51.7% | +35.5% | +66.9% |
| 1Y | +239.0% | +59.6% | +179.4% | +196.1% |
| 3Y | +679.5% | +118.9% | +560.6% | +474.7% |
| 5Y | +667.3% | -19.2% | +686.4% | +560.6% |
| 10Y | +1,301.0% | +77.2% | +1,223.8% | +635.2% |
| All | +7,227.3% | +990.0% | +6,237.4% | +1,846.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling