+153.9%
B vs TSEM
-31.2%
+185.1%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.8% | -4.3% | +0.4% |
| 7D | +9.6% | -17.5% | +27.1% | +10.3% |
| 30D | +3.5% | -44.7% | +48.2% | +5.8% |
| 3M | -1.6% | -38.9% | +37.3% | 0.0% |
| 6M | -1.7% | -36.7% | +35.0% | -0.6% |
| YTD | -5.3% | +17.0% | -22.3% | -6.7% |
| 1Y | +27.2% | +62.8% | -35.6% | +23.9% |
| 3Y | +166.1% | +471.3% | -305.2% | +147.8% |
| 5Y | +136.5% | +290.3% | -153.8% | +122.0% |
| 10Y | +172.2% | +790.1% | -617.9% | +147.6% |
| All | +153.9% | -31.2% | +185.1% | +106.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling