+228.9%
ARM vs TSEM
+468.0%
-239.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +4.8% | -0.1% | +2.1% |
| 7D | -15.2% | -17.5% | +2.3% | -5.6% |
| 30D | -40.7% | -44.7% | +4.0% | -18.2% |
| 3M | -39.1% | -38.9% | -0.2% | -21.0% |
| 6M | -26.4% | -36.7% | +10.3% | -10.0% |
| YTD | +59.7% | +17.0% | +42.8% | +27.6% |
| 1Y | +10.3% | +62.8% | -52.5% | -32.1% |
| 3Y | +228.9% | +471.3% | -242.4% | -37.4% |
| All | +228.9% | +468.0% | -239.1% | -37.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling