+6,013.2%
LOW vs TSEM
+10.0%
+6,003.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.7% |
| 7D | +0.4% | +10.4% | -10.1% | -0.5% |
| 30D | -10.1% | -12.9% | +2.8% | -9.2% |
| 3M | -2.9% | -9.2% | +6.3% | -3.2% |
| 6M | -19.4% | +98.8% | -118.2% | -25.7% |
| YTD | -15.4% | +87.2% | -102.6% | -22.0% |
| 1Y | -24.9% | +239.0% | -263.9% | -34.5% |
| 3Y | -7.8% | +679.5% | -687.3% | -26.2% |
| 5Y | +8.4% | +667.3% | -658.9% | -13.9% |
| 10Y | +226.8% | +1,301.0% | -1,074.2% | +143.8% |
| All | +6,013.2% | +10.0% | +6,003.1% | +3,673.7% |
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