+185.4%
ARM vs TSEM
+422.8%
-237.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.1% | +0.5% | -0.9% |
| 7D | -10.4% | -9.5% | -0.9% | -5.2% |
| 30D | -31.8% | -35.5% | +3.6% | -13.5% |
| 3M | -32.2% | -41.6% | +9.3% | -9.6% |
| 6M | -14.9% | -30.1% | +15.2% | -1.7% |
| YTD | +66.0% | +25.7% | +40.3% | +26.7% |
| 1Y | +17.2% | +50.5% | -33.2% | -22.3% |
| 3Y | +247.2% | +501.7% | -254.5% | -33.6% |
| All | +185.4% | +422.8% | -237.4% | -42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 10y: compounded portfolio wealth divided by compounded TSEM 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…
10y analysis · Full analysis span regression · 6 months rolling