+80.5%
TSEM vs TPR
+20.9%
+59.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +3.5% | -12.3% | -10.0% |
| 7D | -23.1% | +12.6% | -35.8% | -26.7% |
| 30D | -40.4% | +7.1% | -47.5% | -42.1% |
| 3M | -37.9% | -19.4% | -18.5% | -32.6% |
| 6M | -30.8% | -9.7% | -21.1% | -31.0% |
| YTD | +26.7% | -1.0% | +27.7% | +22.0% |
| 1Y | +80.5% | +19.3% | +61.2% | +54.7% |
| All | +80.5% | +20.9% | +59.6% | +54.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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