+219.8%
ARM vs TSEM
+462.8%
-243.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | +7.6% | +4.4% | +7.7% |
| 7D | +6.0% | +6.8% | -0.7% | +2.6% |
| 30D | -20.3% | -26.6% | +6.3% | -5.6% |
| 3M | -24.4% | -36.3% | +12.0% | -3.6% |
| 6M | -4.4% | -30.6% | +26.2% | +11.4% |
| YTD | +86.0% | +35.3% | +50.7% | +36.6% |
| 1Y | +35.8% | +59.2% | -23.4% | -12.3% |
| 3Y | +289.1% | +547.7% | -258.6% | -28.5% |
| All | +219.8% | +462.8% | -243.0% | -37.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling