+361.8%
C vs TSEM
-20.5%
+382.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +7.6% | -6.0% | +0.4% |
| 7D | -0.4% | +6.8% | -7.2% | -1.6% |
| 30D | -5.3% | -26.6% | +21.3% | -1.5% |
| 3M | -8.0% | -36.3% | +28.3% | -2.8% |
| 6M | -0.3% | -30.6% | +30.3% | +1.6% |
| YTD | +8.6% | +35.3% | -26.7% | -1.6% |
| 1Y | +25.8% | +59.2% | -33.4% | +10.8% |
| 3Y | +221.2% | +547.7% | -326.5% | +123.1% |
| 5Y | +113.6% | +337.5% | -224.0% | +54.7% |
| 10Y | +218.3% | +887.4% | -669.1% | +99.5% |
| All | +361.8% | -20.5% | +382.3% | +167.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling