+617.0%
TSEM vs TRGP
+627.0%
-10.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.2% | -4.1% | -4.0% |
| 7D | +0.9% | -0.6% | +1.5% | +1.1% |
| 30D | -16.6% | +10.0% | -26.6% | -19.2% |
| 3M | -10.9% | +7.6% | -18.5% | -13.3% |
| 6M | +78.0% | +26.8% | +51.2% | +65.1% |
| YTD | +77.2% | +60.6% | +16.6% | +53.7% |
| 1Y | +207.6% | +82.5% | +125.1% | +156.3% |
| 3Y | +637.8% | +265.0% | +372.8% | +457.5% |
| 5Y | +617.0% | +645.9% | -28.9% | +336.7% |
| All | +617.0% | +627.0% | -10.0% | +336.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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