+48.3%
TSEM vs TPR
+29.9%
+18.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -35.8% |
| 6M | -28.5% | +1.4% | -29.9% | -31.9% |
| YTD | +34.4% | +4.8% | +29.7% | +26.0% |
| 1Y | +48.3% | +29.2% | +19.1% | +20.3% |
| All | +48.3% | +29.9% | +18.4% | +20.3% |
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