+174.6%
ARM vs TSEM
+386.5%
-211.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +4.8% | -0.1% | +2.0% |
| 7D | -15.2% | -17.5% | +2.3% | -5.5% |
| 30D | -40.7% | -44.7% | +4.0% | -18.0% |
| 3M | -39.1% | -38.9% | -0.2% | -20.9% |
| 6M | -26.4% | -36.7% | +10.3% | -10.0% |
| YTD | +59.7% | +17.0% | +42.8% | +27.1% |
| 1Y | +10.3% | +62.8% | -52.5% | -32.5% |
| 3Y | +228.9% | +471.3% | -242.4% | -35.5% |
| All | +174.6% | +386.5% | -211.9% | -42.0% |
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