+11.3%
TSEM vs TSN
+428.3%
-417.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -0.7% | +8.5% | +7.9% |
| 7D | +6.9% | -6.3% | +13.2% | +7.9% |
| 30D | +5.3% | -10.8% | +16.1% | +7.0% |
| 3M | -14.9% | -8.8% | -6.2% | -14.2% |
| 6M | +80.0% | -16.8% | +96.9% | +83.6% |
| YTD | +89.4% | -10.0% | +99.4% | +90.6% |
| 1Y | +253.1% | -5.3% | +258.3% | +252.3% |
| 3Y | +642.1% | +8.5% | +633.6% | +616.8% |
| 5Y | +659.1% | -22.9% | +682.0% | +666.3% |
| 10Y | +1,291.4% | -12.6% | +1,304.0% | +1,239.9% |
| All | +11.3% | +428.3% | -417.0% | -30.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling