+434.5%
TSEM vs TPG
+74.1%
+360.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | 0.0% | +1.2% |
| 7D | -4.9% | -9.4% | +4.6% | -2.1% |
| 30D | -18.7% | -5.3% | -13.5% | -17.8% |
| 3M | -18.1% | +12.9% | -31.0% | -21.5% |
| 6M | +77.1% | +20.1% | +57.0% | +65.7% |
| YTD | +80.1% | -22.5% | +102.6% | +91.4% |
| 1Y | +220.4% | -19.7% | +240.1% | +235.9% |
| 3Y | +650.1% | +81.2% | +568.9% | +550.7% |
| All | +434.5% | +74.1% | +360.4% | +360.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling