+392.8%
HL vs TSEM
+645.3%
-252.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.7% |
| 7D | -4.4% | -4.9% | +0.5% | -3.0% |
| 30D | +9.3% | -18.7% | +28.0% | +15.5% |
| 3M | +32.0% | -18.1% | +50.1% | +35.7% |
| 6M | -6.4% | +77.1% | -83.5% | -27.0% |
| YTD | +3.1% | +80.1% | -77.0% | -20.9% |
| 1Y | +77.6% | +220.4% | -142.8% | +11.3% |
| 3Y | +392.8% | +650.1% | -257.2% | +117.5% |
| All | +392.8% | +645.3% | -252.5% | +117.5% |
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