+327.1%
NET vs TSEM
+629.0%
-301.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +7.8% | -9.8% | -3.9% |
| 7D | -7.0% | +6.9% | -13.9% | -8.6% |
| 30D | -4.8% | +5.3% | -10.1% | -6.6% |
| 3M | +3.8% | -14.9% | +18.7% | +4.6% |
| 6M | +50.0% | +80.0% | -30.0% | +13.7% |
| YTD | +41.5% | +89.4% | -47.9% | +2.7% |
| 1Y | +32.8% | +253.1% | -220.3% | -27.6% |
| All | +327.1% | +629.0% | -301.9% | +70.3% |
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