+220.1%
C vs TSEM
+879.4%
-659.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +10.9% | -8.4% | -0.1% |
| 7D | -0.9% | -2.0% | +1.0% | -0.9% |
| 30D | -5.4% | -33.4% | +28.0% | +2.7% |
| 3M | -9.2% | -39.7% | +30.5% | 0.0% |
| 6M | -1.8% | -27.8% | +26.0% | -1.4% |
| YTD | +6.7% | +29.7% | -23.0% | -11.4% |
| 1Y | +23.5% | +81.1% | -57.6% | -7.9% |
| 3Y | +219.8% | +529.3% | -309.5% | +56.8% |
| 5Y | +112.4% | +315.0% | -202.5% | +14.0% |
| 10Y | +220.1% | +865.7% | -645.6% | +17.6% |
| All | +220.1% | +879.4% | -659.3% | +17.6% |
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