+12,790.5%
BLK vs TSEM
+54.0%
+12,736.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.7% | -2.0% |
| 7D | -2.7% | +4.7% | -7.4% | -3.2% |
| 30D | -4.8% | -14.2% | +9.5% | -3.3% |
| 3M | +6.5% | -5.0% | +11.5% | +5.6% |
| 6M | +13.1% | +87.6% | -74.4% | +2.4% |
| YTD | +1.8% | +84.4% | -82.6% | -8.1% |
| 1Y | -1.0% | +235.4% | -236.4% | -17.1% |
| 3Y | +66.0% | +668.0% | -602.0% | +24.4% |
| 5Y | +31.2% | +644.7% | -613.5% | -2.2% |
| 10Y | +278.5% | +1,326.7% | -1,048.2% | +159.0% |
| All | +12,790.5% | +54.0% | +12,736.5% | +8,597.1% |
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