+53.9%
F vs TSEM
+657.0%
-603.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +7.8% | -6.4% | +0.1% |
| 7D | +5.3% | +6.9% | -1.6% | +4.1% |
| 30D | +4.6% | +5.3% | -0.7% | +3.2% |
| 3M | -3.7% | -14.9% | +11.3% | -3.1% |
| 6M | +16.8% | +80.0% | -63.2% | +0.3% |
| YTD | +15.3% | +89.4% | -74.1% | -3.1% |
| 1Y | +31.0% | +253.1% | -222.1% | -5.8% |
| 3Y | +45.4% | +642.1% | -596.7% | -18.4% |
| All | +53.9% | +657.0% | -603.1% | -8.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling