+277.0%
IR vs TSEM
+770.5%
-493.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.6% | -1.7% |
| 7D | -1.9% | +4.7% | -6.6% | -3.0% |
| 30D | -15.0% | -14.2% | -0.8% | -12.4% |
| 3M | -0.4% | -5.0% | +4.6% | -2.3% |
| 6M | -15.0% | +87.6% | -102.6% | -32.6% |
| YTD | -7.1% | +84.4% | -91.5% | -27.0% |
| 1Y | -7.5% | +235.4% | -242.9% | -39.8% |
| 3Y | +6.3% | +668.0% | -661.7% | -47.8% |
| 5Y | +37.3% | +644.7% | -607.4% | -34.6% |
| All | +277.0% | +770.5% | -493.4% | +56.7% |
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