+81.0%
F vs TSEM
+879.4%
-798.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +10.9% | -10.2% | -1.7% |
| 7D | -0.6% | -2.0% | +1.3% | -0.8% |
| 30D | +2.9% | -33.4% | +36.3% | +10.9% |
| 3M | -9.5% | -39.7% | +30.2% | -1.1% |
| 6M | +4.0% | -27.8% | +31.9% | +5.0% |
| YTD | -1.3% | +29.7% | -31.0% | -16.6% |
| 1Y | -1.9% | +81.1% | -83.1% | -25.2% |
| 3Y | +53.5% | +529.3% | -475.8% | -23.6% |
| 5Y | -15.1% | +315.0% | -330.1% | -52.8% |
| 10Y | +81.0% | +865.7% | -784.7% | -20.8% |
| All | +81.0% | +879.4% | -798.4% | -20.8% |
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