+10.1%
IR vs TSEM
+672.8%
-662.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +7.8% | -6.6% | +0.1% |
| 7D | -2.8% | +6.9% | -9.7% | -3.8% |
| 30D | -15.1% | +5.3% | -20.4% | -16.2% |
| 3M | +6.1% | -14.9% | +21.0% | +6.6% |
| 6M | -16.8% | +80.0% | -96.8% | -30.1% |
| YTD | -3.5% | +89.4% | -92.9% | -21.0% |
| 1Y | -3.5% | +253.1% | -256.6% | -34.2% |
| All | +10.1% | +672.8% | -662.7% | -37.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling