+4.6%
LOW vs TSEM
-42.2%
+46.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.9% | +7.1% | -0.4% |
| 7D | +1.4% | +7.0% | -5.5% | +2.1% |
| 30D | +21.7% | -29.8% | +51.5% | +18.9% |
| 3M | +5.0% | -41.9% | +46.9% | +1.4% |
| 6M | +4.6% | -45.8% | +50.4% | +1.1% |
| All | +4.6% | -42.2% | +46.8% | +1.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling