+629.3%
ON vs TSEM
+1,313.0%
-683.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.7% | +6.8% | +7.6% |
| 7D | +2.4% | -4.9% | +7.2% | +5.1% |
| 30D | -8.6% | -18.7% | +10.1% | +1.5% |
| 3M | -34.3% | -18.1% | -16.2% | -28.4% |
| 6M | +28.5% | +77.1% | -48.6% | -11.2% |
| YTD | +40.6% | +80.1% | -39.5% | -6.3% |
| 1Y | +55.3% | +220.4% | -165.1% | -27.3% |
| 3Y | -22.2% | +650.1% | -672.3% | -80.0% |
| 5Y | +62.4% | +628.9% | -566.5% | -59.9% |
| All | +629.3% | +1,313.0% | -683.6% | +17.7% |
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