+199.6%
ARM vs TSEM
+420.3%
-220.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -6.9% | +2.3% | -0.7% |
| 7D | +9.1% | +7.0% | +2.2% | +5.2% |
| 30D | -19.9% | -29.8% | +9.8% | -2.8% |
| 3M | -31.6% | -41.9% | +10.3% | -8.1% |
| 6M | -13.9% | -45.8% | +31.9% | +15.8% |
| YTD | +74.3% | +25.1% | +49.2% | +33.7% |
| 1Y | +35.8% | +48.2% | -12.4% | -8.5% |
| 3Y | +268.6% | +476.5% | -207.9% | -27.2% |
| All | +199.6% | +420.3% | -220.7% | -39.0% |
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