+227.5%
LOW vs TSEM
+1,313.0%
-1,085.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.5% | -0.1% |
| 7D | -3.7% | -4.9% | +1.1% | -3.0% |
| 30D | -8.9% | -18.7% | +9.9% | -6.3% |
| 3M | -10.4% | -18.1% | +7.7% | -9.6% |
| 6M | -19.4% | +77.1% | -96.5% | -31.4% |
| YTD | -17.1% | +80.1% | -97.3% | -30.5% |
| 1Y | -26.3% | +220.4% | -246.6% | -46.0% |
| 3Y | -9.9% | +650.1% | -660.0% | -48.1% |
| 5Y | +6.1% | +628.9% | -622.8% | -40.7% |
| All | +227.5% | +1,313.0% | -1,085.4% | +41.6% |
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