+668.0%
BE vs TSEM
+530.4%
+137.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -6.9% | +2.0% | -0.3% |
| 7D | +10.8% | +7.0% | +3.9% | +6.5% |
| 30D | -19.8% | -29.8% | +10.0% | +2.1% |
| 3M | -18.7% | -41.9% | +23.2% | +16.3% |
| 6M | -33.7% | -45.8% | +12.0% | -1.9% |
| YTD | +121.0% | +25.1% | +95.9% | +83.4% |
| 1Y | +85.4% | +48.2% | +37.2% | +38.6% |
| 3Y | +1,709.5% | +476.5% | +1,233.0% | +444.0% |
| 5Y | +462.2% | +301.4% | +160.7% | +107.8% |
| All | +668.0% | +530.4% | +137.5% | +124.8% |
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