+273.0%
TSEM vs TYL
-21.3%
+294.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -2.3% | +7.1% | +4.8% |
| 7D | -17.5% | +6.7% | -24.2% | -17.3% |
| 30D | -44.7% | +26.5% | -71.2% | -44.5% |
| 3M | -38.9% | +37.3% | -76.2% | -39.1% |
| 6M | -36.7% | +31.2% | -67.8% | -37.1% |
| YTD | +17.0% | -7.4% | +24.3% | +25.7% |
| 1Y | +62.8% | -9.6% | +72.4% | +75.9% |
| 3Y | +471.3% | +1.9% | +469.4% | +488.5% |
| All | +273.0% | -21.3% | +294.3% | +367.9% |
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