+291.3%
IR vs TSEM
+793.6%
-502.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +7.8% | -6.6% | -0.5% |
| 7D | -2.8% | +6.9% | -9.7% | -4.3% |
| 30D | -15.1% | +5.3% | -20.4% | -16.7% |
| 3M | +6.1% | -14.9% | +21.0% | +6.7% |
| 6M | -16.8% | +80.0% | -96.8% | -33.2% |
| YTD | -3.5% | +89.4% | -92.9% | -24.7% |
| 1Y | -3.5% | +253.1% | -256.6% | -38.0% |
| 3Y | +9.5% | +642.1% | -632.6% | -45.6% |
| 5Y | +45.1% | +659.1% | -614.0% | -31.1% |
| All | +291.3% | +793.6% | -502.4% | +61.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling