+786.5%
TSEM vs TSN
+14.5%
+772.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.7% | -6.2% | -6.9% |
| 7D | +7.0% | -1.4% | +8.4% | +7.1% |
| 30D | -29.8% | +8.5% | -38.3% | -30.5% |
| 3M | -41.9% | +5.3% | -47.2% | -42.4% |
| 6M | -45.8% | -10.5% | -35.3% | -45.1% |
| YTD | +25.1% | +3.0% | +22.1% | +23.4% |
| 1Y | +48.2% | +12.1% | +36.1% | +44.1% |
| 3Y | +476.5% | +43.1% | +433.4% | +425.9% |
| 5Y | +301.4% | -15.1% | +316.5% | +301.4% |
| All | +786.5% | +14.5% | +772.0% | +739.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling