+74.3%
F vs TSEM
+839.5%
-765.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.4% | -0.1% |
| 7D | +1.0% | -9.5% | +10.4% | +2.6% |
| 30D | +2.1% | -35.5% | +37.6% | +10.9% |
| 3M | -10.3% | -41.6% | +31.3% | -1.3% |
| 6M | +3.3% | -30.1% | +33.3% | +4.9% |
| YTD | -2.0% | +25.7% | -27.7% | -16.7% |
| 1Y | -2.3% | +50.5% | -52.7% | -21.4% |
| 3Y | +49.9% | +501.7% | -451.8% | -24.7% |
| 5Y | -12.5% | +310.9% | -323.4% | -51.4% |
| 10Y | +74.3% | +849.8% | -775.6% | -25.1% |
| All | +74.3% | +839.5% | -765.3% | -25.1% |
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 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