+663.0%
TSEM vs TPR
+239.8%
+423.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | 0.0% | +7.8% | +7.8% |
| 7D | +6.9% | -2.3% | +9.2% | +7.8% |
| 30D | +5.3% | -23.0% | +28.3% | +14.2% |
| 3M | -14.9% | -12.5% | -2.4% | -12.3% |
| 6M | +80.0% | -21.4% | +101.5% | +92.6% |
| YTD | +89.4% | -3.5% | +92.9% | +88.9% |
| 1Y | +253.1% | +17.4% | +235.7% | +229.6% |
| 3Y | +642.1% | +291.3% | +350.9% | +396.9% |
| All | +663.0% | +239.8% | +423.2% | +428.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling