+214.2%
ARM vs TSEM
+459.2%
-245.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.1% | -1.4% |
| 7D | +19.8% | +20.5% | -0.7% | +8.1% |
| 30D | -21.8% | -29.0% | +7.2% | -5.6% |
| 3M | -26.5% | -39.4% | +12.8% | -3.8% |
| 6M | -3.9% | -28.5% | +24.6% | +10.2% |
| YTD | +82.8% | +34.4% | +48.3% | +34.6% |
| 1Y | +34.3% | +48.3% | -14.0% | -8.6% |
| 3Y | +282.2% | +543.5% | -261.3% | -29.5% |
| All | +214.2% | +459.2% | -245.0% | -38.5% |
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