+164.6%
B vs TSEM
-23.8%
+188.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +10.9% | -6.7% | +3.8% |
| 7D | +11.3% | -2.0% | +13.3% | +11.3% |
| 30D | +2.9% | -33.4% | +36.4% | +4.4% |
| 3M | -2.9% | -39.7% | +36.8% | -1.2% |
| 6M | -1.2% | -27.8% | +26.6% | -0.6% |
| YTD | -1.3% | +29.7% | -31.0% | -3.1% |
| 1Y | +30.4% | +81.1% | -50.7% | +26.5% |
| 3Y | +195.3% | +529.3% | -334.0% | +173.9% |
| 5Y | +146.2% | +315.0% | -168.7% | +130.5% |
| 10Y | +200.5% | +865.7% | -665.2% | +172.3% |
| All | +164.6% | -23.8% | +188.4% | +113.9% |
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