+6,189.5%
HD vs TSEM
-31.2%
+6,220.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.8% | -6.7% | -2.2% |
| 7D | +4.3% | -17.5% | +21.8% | +5.7% |
| 30D | +20.2% | -44.7% | +64.9% | +25.1% |
| 3M | -1.0% | -38.9% | +37.9% | +1.9% |
| 6M | +7.9% | -36.7% | +44.6% | +9.2% |
| YTD | +2.0% | +17.0% | -15.0% | -2.6% |
| 1Y | -4.3% | +62.8% | -67.1% | -11.3% |
| 3Y | +25.9% | +471.3% | -445.4% | +3.9% |
| 5Y | +5.8% | +290.3% | -284.5% | -10.7% |
| 10Y | +262.5% | +790.1% | -527.6% | +182.6% |
| All | +6,189.5% | -31.2% | +6,220.7% | +4,435.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling