+43.5%
F vs TSEM
+468.0%
-424.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.8% | -5.6% | -1.3% |
| 7D | +1.6% | -17.5% | +19.1% | +3.6% |
| 30D | +2.6% | -44.7% | +47.3% | +9.6% |
| 3M | -8.8% | -38.9% | +30.1% | -4.3% |
| 6M | +4.6% | -36.7% | +41.3% | +7.1% |
| YTD | -1.9% | +17.0% | -18.9% | -9.3% |
| 1Y | -0.8% | +62.8% | -63.6% | -14.1% |
| 3Y | +43.5% | +471.3% | -427.8% | -22.8% |
| All | +43.5% | +468.0% | -424.5% | -22.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling