+911.5%
BE vs TSEM
+854.2%
+57.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +7.8% | -0.5% | +2.2% |
| 7D | +20.0% | +6.9% | +13.1% | +14.8% |
| 30D | +7.9% | +5.3% | +2.6% | +2.3% |
| 3M | -13.2% | -14.9% | +1.7% | -5.2% |
| 6M | +53.5% | +80.0% | -26.6% | 0.0% |
| YTD | +191.0% | +89.4% | +101.7% | +82.6% |
| 1Y | +360.5% | +253.1% | +107.4% | +96.0% |
| 3Y | +1,568.0% | +642.1% | +925.9% | +320.2% |
| 5Y | +1,055.2% | +659.1% | +396.1% | +177.6% |
| All | +911.5% | +854.2% | +57.2% | +123.8% |
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 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