+48.2%
TSEM vs TSN
+12.4%
+35.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.7% | -6.2% | -7.3% |
| 7D | +7.0% | -1.4% | +8.4% | +6.1% |
| 30D | -29.8% | +8.5% | -38.3% | -26.5% |
| 3M | -41.9% | +5.3% | -47.2% | -39.6% |
| 6M | -45.8% | -10.5% | -35.3% | -44.3% |
| YTD | +25.1% | +3.0% | +22.1% | +27.8% |
| 1Y | +48.2% | +12.1% | +36.1% | +47.3% |
| All | +48.2% | +12.4% | +35.8% | +47.3% |
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