+5,057.6%
O vs TSEM
+11.3%
+5,046.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +7.8% | -8.6% | -1.1% |
| 7D | -0.7% | +6.9% | -7.6% | -1.0% |
| 30D | -1.9% | +5.3% | -7.2% | -2.2% |
| 3M | +3.8% | -14.9% | +18.8% | +3.9% |
| 6M | -4.7% | +80.0% | -84.8% | -8.3% |
| YTD | +12.5% | +89.4% | -76.9% | +7.9% |
| 1Y | +10.8% | +253.1% | -242.3% | +3.1% |
| 3Y | +28.8% | +642.1% | -613.3% | +14.6% |
| 5Y | +13.2% | +659.1% | -645.9% | +0.1% |
| 10Y | +53.5% | +1,291.4% | -1,237.9% | +30.7% |
| All | +5,057.6% | +11.3% | +5,046.3% | +3,895.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling