+5.7%
O vs TSEM
+220.1%
-214.4%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.9% | +3.0% | -1.0% |
| 7D | -3.5% | +0.9% | -4.4% | -3.5% |
| 30D | -3.3% | -16.6% | +13.3% | -3.9% |
| 3M | -2.8% | -10.9% | +8.1% | -3.0% |
| 6M | -5.8% | +78.0% | -83.8% | -4.6% |
| YTD | +9.4% | +77.2% | -67.8% | +10.7% |
| 1Y | +5.7% | +207.6% | -201.9% | +9.5% |
| All | +5.7% | +220.1% | -214.4% | +9.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling