+15.3%
O vs TSEM
+654.3%
-639.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.5% |
| 7D | -2.3% | +4.7% | -7.0% | -2.3% |
| 30D | -2.4% | -14.2% | +11.8% | -2.4% |
| 3M | -0.6% | -5.0% | +4.5% | -0.8% |
| 6M | -5.0% | +87.6% | -92.6% | -7.1% |
| YTD | +10.4% | +84.4% | -74.1% | +7.8% |
| 1Y | +6.6% | +235.4% | -228.8% | +1.7% |
| 3Y | +28.4% | +668.0% | -639.6% | +14.5% |
| 5Y | +15.3% | +644.7% | -629.5% | +4.8% |
| All | +15.3% | +654.3% | -639.1% | +4.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling