+50.9%
O vs TSEM
+1,289.9%
-1,239.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.9% | +3.0% | -0.6% |
| 7D | -3.5% | +0.9% | -4.4% | -3.6% |
| 30D | -3.3% | -16.6% | +13.3% | -2.2% |
| 3M | -2.8% | -10.9% | +8.1% | -3.1% |
| 6M | -5.8% | +78.0% | -83.8% | -12.9% |
| YTD | +9.4% | +77.2% | -67.8% | +0.7% |
| 1Y | +5.7% | +207.6% | -201.9% | -8.9% |
| 3Y | +27.2% | +637.8% | -610.6% | -4.5% |
| 5Y | +17.2% | +617.0% | -599.8% | -13.7% |
| All | +50.9% | +1,289.9% | -1,239.0% | -5.8% |
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