+331.4%
TSEM vs TYL
-22.1%
+353.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.2% | -0.7% |
| 7D | +20.5% | -1.6% | +22.1% | +20.4% |
| 30D | -29.0% | +22.1% | -51.1% | -28.7% |
| 3M | -39.4% | +33.4% | -72.7% | -39.4% |
| 6M | -28.5% | +36.8% | -65.3% | -29.3% |
| YTD | +34.4% | -6.7% | +41.1% | +44.5% |
| 1Y | +48.3% | -9.2% | +57.6% | +60.5% |
| 3Y | +543.5% | +1.2% | +542.4% | +566.4% |
| 5Y | +331.4% | -23.0% | +354.4% | +447.2% |
| All | +331.4% | -22.1% | +353.6% | +447.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling