-1.6%
F vs TSEM
+75.0%
-76.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +10.9% | -10.2% | -0.2% |
| 7D | -0.6% | -2.0% | +1.3% | -0.7% |
| 30D | +2.9% | -33.4% | +36.3% | +6.3% |
| 3M | -9.5% | -39.7% | +30.2% | -6.0% |
| 6M | +4.0% | -27.8% | +31.9% | +4.5% |
| YTD | -1.3% | +29.7% | -31.0% | -4.5% |
| All | -1.6% | +75.0% | -76.6% | -9.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling