+286.5%
C vs TSEM
+1,300.1%
-1,013.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.4% |
| 7D | +3.2% | +10.4% | -7.3% | +0.6% |
| 30D | +1.3% | -12.9% | +14.2% | +4.4% |
| 3M | +3.1% | -9.2% | +12.3% | +2.2% |
| 6M | +29.6% | +98.8% | -69.1% | +0.1% |
| YTD | +19.0% | +87.2% | -68.3% | -7.7% |
| 1Y | +45.6% | +239.0% | -193.3% | -6.5% |
| 3Y | +269.3% | +679.5% | -410.2% | +76.5% |
| 5Y | +131.6% | +667.3% | -535.7% | +5.3% |
| 10Y | +286.5% | +1,301.0% | -1,014.5% | +24.5% |
| All | +286.5% | +1,300.1% | -1,013.6% | +24.5% |
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