+30.3%
O vs TSEM
+668.6%
-638.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.8% | -0.4% |
| 7D | -0.6% | +10.4% | -11.0% | -0.4% |
| 30D | -2.0% | -12.9% | +11.0% | -2.2% |
| 3M | +3.0% | -9.2% | +12.2% | +3.0% |
| 6M | -3.6% | +98.8% | -102.4% | -3.5% |
| YTD | +12.1% | +87.2% | -75.2% | +12.1% |
| 1Y | +8.9% | +239.0% | -230.1% | +8.6% |
| 3Y | +30.3% | +679.5% | -649.2% | +21.9% |
| All | +30.3% | +668.6% | -638.3% | +21.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling