+476.5%
TSEM vs TSN
+41.9%
+434.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.7% | -6.2% | -7.1% |
| 7D | +7.0% | -1.4% | +8.4% | +6.5% |
| 30D | -29.8% | +8.5% | -38.3% | -28.1% |
| 3M | -41.9% | +5.3% | -47.2% | -40.8% |
| 6M | -45.8% | -10.5% | -35.3% | -45.2% |
| YTD | +25.1% | +3.0% | +22.1% | +27.2% |
| 1Y | +48.2% | +12.1% | +36.1% | +51.1% |
| 3Y | +476.5% | +43.1% | +433.4% | +435.1% |
| All | +476.5% | +41.9% | +434.6% | +435.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling