+130.7%
C vs TSEM
+657.0%
-526.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +7.8% | -8.2% | -1.6% |
| 7D | +3.6% | +6.9% | -3.3% | +2.4% |
| 30D | +0.1% | +5.3% | -5.2% | -1.3% |
| 3M | +2.4% | -14.9% | +17.3% | +3.1% |
| 6M | +24.9% | +80.0% | -55.1% | +6.2% |
| YTD | +19.8% | +89.4% | -69.5% | 0.0% |
| 1Y | +44.9% | +253.1% | -208.2% | +4.7% |
| 3Y | +263.0% | +642.1% | -379.1% | +120.1% |
| All | +130.7% | +657.0% | -526.4% | +38.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling