-7.5%
IR vs TSEM
+233.1%
-240.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.6% | -1.9% |
| 7D | -1.9% | +4.7% | -6.6% | -2.2% |
| 30D | -15.0% | -14.2% | -0.8% | -14.3% |
| 3M | -0.4% | -5.0% | +4.6% | -1.1% |
| 6M | -15.0% | +87.6% | -102.6% | -21.7% |
| YTD | -7.1% | +84.4% | -91.5% | -15.0% |
| 1Y | -7.5% | +235.4% | -242.9% | -23.5% |
| All | -7.5% | +233.1% | -240.6% | -23.5% |
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 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