+208.8%
C vs TSEM
+839.5%
-630.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.1% | +3.3% | +1.0% |
| 7D | -0.4% | -9.5% | +9.1% | +1.6% |
| 30D | -5.2% | -35.5% | +30.3% | +3.7% |
| 3M | -9.1% | -41.6% | +32.5% | +0.8% |
| 6M | -1.6% | -30.1% | +28.5% | -0.4% |
| YTD | +6.9% | +25.7% | -18.8% | -10.6% |
| 1Y | +23.0% | +50.5% | -27.5% | -3.0% |
| 3Y | +216.1% | +501.7% | -285.6% | +56.5% |
| 5Y | +112.2% | +310.9% | -198.7% | +13.7% |
| 10Y | +208.8% | +849.8% | -641.0% | +9.1% |
| All | +208.8% | +839.5% | -630.7% | +9.1% |
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 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