+207.2%
C vs TSEM
+873.2%
-666.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | 0.0% |
| 7D | +4.7% | +20.5% | -15.8% | +0.1% |
| 30D | +0.2% | -29.0% | +29.1% | +7.2% |
| 3M | -9.3% | -39.4% | +30.0% | -0.3% |
| 6M | -0.8% | -28.5% | +27.7% | +0.1% |
| YTD | +8.5% | +34.4% | -25.9% | -10.7% |
| 1Y | +23.1% | +48.3% | -25.2% | -2.1% |
| 3Y | +220.8% | +543.5% | -322.8% | +56.3% |
| 5Y | +112.4% | +331.4% | -219.0% | +12.7% |
| All | +207.2% | +873.2% | -666.1% | +7.8% |
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