+336.0%
IR vs TSEM
+490.4%
-154.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.9% | +6.7% | +1.2% |
| 7D | +2.5% | +7.0% | -4.4% | +0.8% |
| 30D | +9.2% | -29.8% | +38.9% | +16.7% |
| 3M | +0.9% | -41.9% | +42.9% | +11.6% |
| 6M | +19.2% | -45.8% | +65.0% | +29.7% |
| YTD | +7.5% | +25.1% | -17.6% | -9.6% |
| 1Y | +11.7% | +48.2% | -36.5% | -10.8% |
| 3Y | +23.9% | +476.5% | -452.6% | -36.6% |
| 5Y | +46.4% | +301.4% | -255.1% | -19.1% |
| All | +336.0% | +490.4% | -154.4% | +94.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling