+47.6%
F vs TSEM
+672.8%
-625.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +7.8% | -6.4% | +0.4% |
| 7D | +5.3% | +6.9% | -1.6% | +4.4% |
| 30D | +4.6% | +5.3% | -0.7% | +3.5% |
| 3M | -3.7% | -14.9% | +11.3% | -3.1% |
| 6M | +16.8% | +80.0% | -63.2% | +4.4% |
| YTD | +15.3% | +89.4% | -74.1% | +1.3% |
| 1Y | +31.0% | +253.1% | -222.1% | +1.3% |
| All | +47.6% | +672.8% | -625.2% | -11.0% |
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