+1,381.0%
NET vs TSEM
+634.8%
+746.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -8.7% | +6.2% | +0.3% |
| 7D | -16.4% | -23.1% | +6.7% | -8.8% |
| 30D | -25.8% | -40.4% | +14.5% | -12.7% |
| 3M | -11.5% | -37.9% | +26.3% | +0.8% |
| 6M | +18.9% | -30.8% | +49.7% | +22.3% |
| YTD | +35.2% | +26.7% | +8.5% | +3.0% |
| 1Y | +14.5% | +80.5% | -66.0% | -26.9% |
| 3Y | +313.8% | +519.5% | -205.7% | +38.9% |
| 5Y | +32.6% | +325.3% | -292.7% | -45.9% |
| All | +1,381.0% | +634.8% | +746.2% | +369.0% |
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