+1,316.2%
TSEM vs TPR
+325.8%
+990.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | 0.0% | +7.8% | +7.8% |
| 7D | +6.9% | -2.3% | +9.2% | +7.7% |
| 30D | +5.3% | -23.0% | +28.3% | +13.5% |
| 3M | -14.9% | -12.5% | -2.4% | -12.4% |
| 6M | +80.0% | -21.4% | +101.5% | +91.8% |
| YTD | +89.4% | -3.5% | +92.9% | +89.1% |
| 1Y | +253.1% | +17.4% | +235.7% | +231.3% |
| 3Y | +642.1% | +291.3% | +350.9% | +384.1% |
| 5Y | +659.1% | +241.9% | +417.2% | +393.1% |
| All | +1,316.2% | +325.8% | +990.4% | +698.4% |
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