+5,778.9%
HD vs TSEM
+11.3%
+5,767.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +7.8% | -6.9% | +0.3% |
| 7D | -2.1% | +6.9% | -8.9% | -2.6% |
| 30D | -8.4% | +5.3% | -13.7% | -9.0% |
| 3M | +4.3% | -14.9% | +19.3% | +4.5% |
| 6M | -11.1% | +80.0% | -91.2% | -16.9% |
| YTD | -4.7% | +89.4% | -94.0% | -11.6% |
| 1Y | -19.8% | +253.1% | -272.9% | -29.7% |
| 3Y | +4.1% | +642.1% | -638.0% | -15.2% |
| 5Y | +10.3% | +659.1% | -648.8% | -11.0% |
| 10Y | +203.2% | +1,291.4% | -1,088.2% | +129.9% |
| All | +5,778.9% | +11.3% | +5,767.6% | +4,015.1% |
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