+663.0%
TSEM vs TYL
-25.2%
+688.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -4.0% | +11.9% | +8.0% |
| 7D | +6.9% | -3.7% | +10.6% | +7.0% |
| 30D | +5.3% | +18.7% | -13.4% | +4.3% |
| 3M | -14.9% | +18.1% | -33.0% | -16.2% |
| 6M | +80.0% | -1.1% | +81.2% | +82.6% |
| YTD | +89.4% | -19.8% | +109.2% | +102.5% |
| 1Y | +253.1% | -34.3% | +287.4% | +300.9% |
| 3Y | +642.1% | -8.2% | +650.3% | +648.0% |
| All | +663.0% | -25.2% | +688.2% | +770.9% |
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