+6.0%
LOW vs TSEM
+610.6%
-604.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.9% | +2.9% | -0.8% |
| 7D | -2.6% | +0.9% | -3.6% | -2.7% |
| 30D | -11.1% | -16.6% | +5.5% | -10.2% |
| 3M | -8.5% | -10.9% | +2.4% | -8.9% |
| 6M | -20.8% | +78.0% | -98.9% | -27.7% |
| YTD | -17.2% | +77.2% | -94.4% | -24.9% |
| 1Y | -24.7% | +207.6% | -232.3% | -36.9% |
| 3Y | -9.7% | +637.8% | -647.6% | -35.5% |
| 5Y | +6.0% | +617.0% | -611.0% | -22.5% |
| All | +6.0% | +610.6% | -604.6% | -22.5% |
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 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