+80.5%
TSEM vs TSN
+19.9%
+60.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +5.4% | -14.1% | -6.2% |
| 7D | -23.1% | +8.4% | -31.5% | -19.9% |
| 30D | -40.4% | +16.1% | -56.5% | -36.4% |
| 3M | -37.9% | +3.2% | -41.0% | -35.9% |
| 6M | -30.8% | -11.1% | -19.7% | -27.8% |
| YTD | +26.7% | +5.1% | +21.6% | +29.3% |
| 1Y | +80.5% | +19.4% | +61.1% | +71.3% |
| All | +80.5% | +19.9% | +60.6% | +71.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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