+44.1%
IR vs TSEM
+273.4%
-229.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.8% | -3.5% | +0.6% |
| 7D | +3.7% | -17.5% | +21.2% | +6.5% |
| 30D | +7.4% | -44.7% | +52.1% | +16.9% |
| 3M | -5.9% | -38.9% | +33.0% | +0.1% |
| 6M | +5.6% | -36.7% | +42.2% | +8.2% |
| YTD | +4.8% | +17.0% | -12.1% | -7.2% |
| 1Y | +6.9% | +62.8% | -55.9% | -12.9% |
| 3Y | +27.6% | +471.3% | -443.7% | -23.2% |
| All | +44.1% | +273.4% | -229.3% | -4.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling