+1,251.0%
BE vs TSEM
+657.2%
+593.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -1.1% | +10.8% | +10.3% |
| 7D | +29.8% | +10.4% | +19.3% | +21.8% |
| 30D | +26.4% | -12.9% | +39.3% | +37.4% |
| 3M | +9.3% | -9.2% | +18.5% | +14.4% |
| 6M | +105.1% | +98.8% | +6.3% | +27.6% |
| YTD | +219.0% | +87.2% | +131.8% | +106.7% |
| 1Y | +418.8% | +239.0% | +179.8% | +138.6% |
| 3Y | +1,784.6% | +679.5% | +1,105.1% | +412.9% |
| 5Y | +1,251.0% | +667.3% | +583.7% | +255.7% |
| All | +1,251.0% | +657.2% | +593.8% | +255.7% |
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