+943.8%
TSEM vs TRGP
+2,231.3%
-1,287.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -1.2% | +9.0% | +8.1% |
| 7D | +6.9% | +0.8% | +6.1% | +6.7% |
| 30D | +5.3% | +11.5% | -6.2% | +2.5% |
| 3M | -14.9% | +9.0% | -23.9% | -16.8% |
| 6M | +80.0% | +20.5% | +59.5% | +72.3% |
| YTD | +89.4% | +59.5% | +29.8% | +70.7% |
| 1Y | +253.1% | +77.9% | +175.2% | +210.1% |
| 3Y | +642.1% | +253.6% | +388.5% | +467.2% |
| 5Y | +659.1% | +615.5% | +43.6% | +392.8% |
| 10Y | +1,291.4% | +897.1% | +394.3% | +643.7% |
| All | +943.8% | +2,231.3% | -1,287.4% | +270.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling