+1,449.6%
NET vs TSEM
+998.0%
+451.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +7.8% | -9.8% | -4.6% |
| 7D | -7.0% | +6.9% | -13.9% | -9.2% |
| 30D | -4.8% | +5.3% | -10.1% | -7.3% |
| 3M | +3.8% | -14.9% | +18.7% | +4.8% |
| 6M | +50.0% | +80.0% | -30.0% | +6.5% |
| YTD | +41.5% | +89.4% | -47.9% | -4.0% |
| 1Y | +32.8% | +253.1% | -220.2% | -33.4% |
| 3Y | +335.9% | +642.1% | -306.2% | +44.6% |
| 5Y | +113.8% | +659.1% | -545.3% | -27.9% |
| All | +1,449.6% | +998.0% | +451.6% | +337.0% |
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