+67.2%
F vs TSEM
+873.2%
-806.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.2% | -2.7% |
| 7D | -3.9% | +20.5% | -24.4% | -7.8% |
| 30D | -0.5% | -29.0% | +28.5% | +5.8% |
| 3M | -12.9% | -39.4% | +26.4% | -4.9% |
| 6M | +1.5% | -28.5% | +30.1% | +3.0% |
| YTD | -5.0% | +34.4% | -39.5% | -20.5% |
| 1Y | -7.3% | +48.3% | -55.7% | -24.9% |
| 3Y | +45.3% | +543.5% | -498.3% | -28.1% |
| 5Y | -15.8% | +331.4% | -347.2% | -53.6% |
| All | +67.2% | +873.2% | -806.1% | -30.5% |
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