+6,877.0%
LOW vs TSEM
-26.5%
+6,903.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.9% | +7.1% | +0.7% |
| 7D | +1.4% | +7.0% | -5.5% | +0.8% |
| 30D | +21.7% | -29.8% | +51.5% | +24.5% |
| 3M | +5.0% | -41.9% | +46.9% | +8.7% |
| 6M | +4.6% | -45.8% | +50.4% | +7.6% |
| YTD | -3.5% | +25.1% | -28.6% | -8.7% |
| 1Y | +0.5% | +48.2% | -47.7% | -6.4% |
| 3Y | +24.8% | +476.5% | -451.7% | +1.5% |
| 5Y | +6.5% | +301.4% | -295.0% | -11.5% |
| 10Y | +294.6% | +812.9% | -518.4% | +202.2% |
| All | +6,877.0% | -26.5% | +6,903.4% | +4,313.2% |
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