+9.1%
IR vs TSEM
+79.9%
-70.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -8.7% | +8.3% | +0.2% |
| 7D | +11.6% | -23.1% | +34.7% | +13.6% |
| 30D | +7.2% | -40.4% | +47.5% | +10.9% |
| 3M | -5.9% | -37.9% | +32.0% | -3.2% |
| 6M | +11.5% | -30.8% | +42.3% | +12.0% |
| YTD | +6.3% | +26.7% | -20.4% | +0.7% |
| 1Y | +9.1% | +80.5% | -71.4% | +1.1% |
| All | +9.1% | +79.9% | -70.8% | +1.1% |
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 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