+644.7%
TSEM vs TSN
-20.2%
+664.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.4% | -1.5% |
| 7D | +4.7% | -7.3% | +12.0% | +4.5% |
| 30D | -14.2% | -8.6% | -5.6% | -14.5% |
| 3M | -5.0% | -7.5% | +2.5% | -5.3% |
| 6M | +87.6% | -14.1% | +101.7% | +86.9% |
| YTD | +84.4% | -9.4% | +93.9% | +83.3% |
| 1Y | +235.4% | -4.1% | +239.5% | +232.0% |
| 3Y | +668.0% | +10.3% | +657.6% | +640.2% |
| 5Y | +644.7% | -19.7% | +664.5% | +676.6% |
| All | +644.7% | -20.2% | +664.9% | +676.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling