+77.5%
O vs TSEM
+873.2%
-795.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.5% |
| 7D | -0.4% | +20.5% | -20.9% | -1.5% |
| 30D | +8.3% | -29.0% | +37.2% | +10.1% |
| 3M | -4.0% | -39.4% | +35.4% | -1.6% |
| 6M | -2.6% | -28.5% | +25.9% | -2.8% |
| YTD | +9.9% | +34.4% | -24.6% | +2.3% |
| 1Y | +9.8% | +48.3% | -38.5% | +1.0% |
| 3Y | +39.7% | +543.5% | -503.8% | +4.1% |
| 5Y | +9.2% | +331.4% | -322.3% | -15.1% |
| All | +77.5% | +873.2% | -795.8% | +19.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling