-36.7%
TSEM vs TYL
+29.9%
-66.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -2.3% | +7.1% | +1.9% |
| 7D | -17.5% | +6.7% | -24.2% | -9.4% |
| 30D | -44.7% | +26.5% | -71.2% | -23.1% |
| 3M | -38.9% | +37.3% | -76.2% | -2.5% |
| 6M | -36.7% | +31.2% | -67.8% | +4.4% |
| All | -36.7% | +29.9% | -66.6% | +4.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling