+650.1%
TSEM vs TPG
+81.8%
+568.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | 0.0% | +1.0% |
| 7D | -4.9% | -9.4% | +4.6% | -1.2% |
| 30D | -18.7% | -5.3% | -13.5% | -17.6% |
| 3M | -18.1% | +12.9% | -31.0% | -22.7% |
| 6M | +77.1% | +20.1% | +57.0% | +61.3% |
| YTD | +80.1% | -22.5% | +102.6% | +97.1% |
| 1Y | +220.4% | -19.7% | +240.1% | +243.5% |
| 3Y | +650.1% | +81.2% | +568.9% | +465.4% |
| All | +650.1% | +81.8% | +568.3% | +465.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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