+340.0%
IR vs TSEM
+493.2%
-153.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.1% | +1.9% | -0.5% |
| 7D | +1.5% | -9.5% | +11.0% | +3.5% |
| 30D | +9.0% | -35.5% | +44.5% | +18.8% |
| 3M | -0.9% | -41.6% | +40.7% | +9.6% |
| 6M | +13.4% | -30.1% | +43.5% | +14.7% |
| YTD | +8.5% | +25.7% | -17.2% | -8.8% |
| 1Y | +11.3% | +50.5% | -39.2% | -11.6% |
| 3Y | +26.0% | +501.7% | -475.7% | -36.3% |
| 5Y | +47.9% | +310.9% | -263.1% | -18.7% |
| All | +340.0% | +493.2% | -153.3% | +95.9% |
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