+852.7%
TSEM vs TPR
+365.1%
+487.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | +20.5% | -1.1% | +21.7% | +20.9% |
| 30D | -29.0% | +15.1% | -44.1% | -32.5% |
| 3M | -39.4% | -13.4% | -26.0% | -37.5% |
| 6M | -28.5% | +1.4% | -29.9% | -30.4% |
| YTD | +34.4% | +4.8% | +29.7% | +29.7% |
| 1Y | +48.3% | +29.2% | +19.1% | +34.2% |
| 3Y | +543.5% | +403.7% | +139.8% | +287.9% |
| 5Y | +331.4% | +230.8% | +100.6% | +181.3% |
| All | +852.7% | +365.1% | +487.6% | +429.6% |
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