+519.5%
TSEM vs TYL
+1.2%
+518.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.2% | -0.8% |
| 7D | +20.5% | -1.6% | +22.1% | +19.9% |
| 30D | -29.0% | +22.1% | -51.1% | -23.8% |
| 3M | -39.4% | +33.4% | -72.7% | -33.3% |
| 6M | -28.5% | +36.8% | -65.3% | -20.0% |
| YTD | +34.4% | -6.7% | +41.1% | +61.3% |
| 1Y | +48.3% | -9.2% | +57.6% | +79.2% |
| All | +519.5% | +1.2% | +518.3% | +624.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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