+216.0%
C vs TSEM
+547.1%
-331.1%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.9% | +6.9% | +1.1% |
| 7D | +4.2% | +7.0% | -2.8% | +2.9% |
| 30D | +2.0% | -29.8% | +31.8% | +7.1% |
| 3M | -10.1% | -41.9% | +31.8% | -3.2% |
| 6M | +1.0% | -45.8% | +46.7% | +7.7% |
| YTD | +8.5% | +25.1% | -16.6% | -7.6% |
| 1Y | +25.7% | +48.2% | -22.5% | +1.9% |
| 3Y | +216.0% | +476.5% | -260.5% | +61.3% |
| All | +216.0% | +547.1% | -331.1% | +61.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling