+239.0%
TSEM vs TPR
+12.7%
+226.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.7% | +2.6% | +0.4% |
| 7D | +10.4% | -3.4% | +13.8% | +12.0% |
| 30D | -12.9% | -27.3% | +14.4% | -1.0% |
| 3M | -9.2% | -16.2% | +7.1% | -4.7% |
| 6M | +98.8% | -17.9% | +116.7% | +109.7% |
| YTD | +87.2% | -7.1% | +94.3% | +86.9% |
| 1Y | +239.0% | +13.6% | +225.3% | +209.7% |
| All | +239.0% | +12.7% | +226.3% | +209.7% |
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