+67.0%
MAR vs TSEM
+663.1%
-596.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.0% |
| 7D | -0.5% | +4.7% | -5.2% | -0.9% |
| 30D | -4.7% | -14.2% | +9.6% | -3.6% |
| 3M | -15.6% | -5.0% | -10.6% | -16.8% |
| 6M | +1.2% | +87.6% | -86.4% | -11.5% |
| YTD | +7.5% | +84.4% | -76.9% | -7.4% |
| 1Y | +26.6% | +235.4% | -208.8% | -5.7% |
| All | +67.0% | +663.1% | -596.1% | -4.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling