+26.2%
MAR vs TSEM
+259.4%
-233.2%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +7.8% | -7.7% | +0.3% |
| 7D | -4.2% | +6.9% | -11.0% | -4.0% |
| 30D | -6.7% | +5.3% | -12.0% | -6.5% |
| 3M | -12.5% | -14.9% | +2.4% | -12.5% |
| 6M | +0.6% | +80.0% | -79.5% | +0.3% |
| YTD | +9.1% | +89.4% | -80.2% | +7.7% |
| 1Y | +26.2% | +253.1% | -226.9% | +31.2% |
| All | +26.2% | +259.4% | -233.2% | +31.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling