+770.9%
TSEM vs TPR
+391.0%
+379.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.0% | +5.9% | +5.2% |
| 7D | -17.5% | +14.2% | -31.7% | -21.3% |
| 30D | -44.7% | +17.1% | -61.8% | -47.8% |
| 3M | -38.9% | -17.7% | -21.2% | -36.0% |
| 6M | -36.7% | -10.2% | -26.5% | -36.0% |
| YTD | +17.0% | +4.9% | +12.1% | +12.8% |
| 1Y | +62.8% | +36.1% | +26.7% | +45.0% |
| 3Y | +471.3% | +416.5% | +54.8% | +241.6% |
| 5Y | +290.3% | +254.8% | +35.5% | +148.7% |
| All | +770.9% | +391.0% | +379.8% | +373.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling