+193.0%
ARM vs TSEM
+439.5%
-246.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +10.9% | -4.2% | +0.6% |
| 7D | -5.3% | -2.0% | -3.4% | -4.2% |
| 30D | -30.0% | -33.4% | +3.4% | -12.7% |
| 3M | -34.1% | -39.7% | +5.6% | -13.6% |
| 6M | -12.6% | -27.8% | +15.2% | -0.9% |
| YTD | +70.4% | +29.7% | +40.7% | +27.8% |
| 1Y | +22.3% | +81.1% | -58.9% | -29.6% |
| 3Y | +261.2% | +529.3% | -268.1% | -32.9% |
| All | +193.0% | +439.5% | -246.5% | -41.6% |
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