+94.6%
F vs TSEM
+1,316.2%
-1,221.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +7.8% | -6.4% | -0.3% |
| 7D | +5.3% | +6.9% | -1.6% | +3.7% |
| 30D | +4.6% | +5.3% | -0.7% | +2.7% |
| 3M | -3.7% | -14.9% | +11.3% | -3.1% |
| 6M | +16.8% | +80.0% | -63.2% | -4.9% |
| YTD | +15.3% | +89.4% | -74.1% | -8.7% |
| 1Y | +31.0% | +253.1% | -222.1% | -14.2% |
| 3Y | +45.4% | +642.1% | -596.7% | -27.7% |
| 5Y | +54.7% | +659.1% | -604.4% | -25.3% |
| All | +94.6% | +1,316.2% | -1,221.5% | -28.9% |
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