-19.8%
HD vs TSEM
+259.4%
-279.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +7.8% | -6.9% | +1.1% |
| 7D | -2.1% | +6.9% | -8.9% | -1.9% |
| 30D | -8.4% | +5.3% | -13.7% | -8.3% |
| 3M | +4.3% | -14.9% | +19.3% | +4.1% |
| 6M | -11.1% | +80.0% | -91.2% | -10.0% |
| YTD | -4.7% | +89.4% | -94.0% | -3.4% |
| 1Y | -19.8% | +253.1% | -272.9% | -12.2% |
| All | -19.8% | +259.4% | -279.2% | -12.2% |
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