+1,282.5%
TSEM vs TSN
-4.9%
+1,287.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +1.5% |
| 7D | -4.9% | +3.0% | -7.9% | -5.2% |
| 30D | -18.7% | -4.2% | -14.6% | -18.3% |
| 3M | -18.1% | -3.9% | -14.2% | -18.1% |
| 6M | +77.1% | -9.8% | +86.9% | +78.0% |
| YTD | +80.1% | -7.3% | +87.4% | +80.2% |
| 1Y | +220.4% | -2.2% | +222.6% | +217.2% |
| 3Y | +650.1% | +11.9% | +638.2% | +613.2% |
| 5Y | +628.9% | -16.9% | +645.8% | +624.8% |
| All | +1,282.5% | -4.9% | +1,287.4% | +1,208.8% |
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