+409.3%
C vs TSEM
+11.3%
+397.9%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +7.8% | -8.2% | -1.5% |
| 7D | +3.6% | +6.9% | -3.3% | +2.5% |
| 30D | +0.1% | +5.3% | -5.2% | -1.1% |
| 3M | +2.4% | -14.9% | +17.3% | +3.1% |
| 6M | +24.9% | +80.0% | -55.1% | +10.2% |
| YTD | +19.8% | +89.4% | -69.5% | +4.3% |
| 1Y | +44.9% | +253.1% | -208.2% | +13.6% |
| 3Y | +263.0% | +642.1% | -379.1% | +149.6% |
| 5Y | +129.5% | +659.1% | -529.6% | +54.4% |
| 10Y | +291.6% | +1,291.4% | -999.8% | +135.6% |
| All | +409.3% | +11.3% | +397.9% | +183.1% |
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