+546.8%
ON vs TSEM
+873.2%
-326.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.8% | +0.5% |
| 7D | +17.0% | +20.5% | -3.5% | +6.0% |
| 30D | -3.9% | -29.0% | +25.1% | +13.3% |
| 3M | -11.5% | -39.4% | +27.8% | +11.8% |
| 6M | -29.2% | -28.5% | -0.7% | -20.0% |
| YTD | +36.2% | +34.4% | +1.7% | +3.2% |
| 1Y | +49.6% | +48.3% | +1.3% | +6.2% |
| 3Y | +9.4% | +543.5% | -534.1% | -70.7% |
| 5Y | +25.8% | +331.4% | -305.6% | -58.6% |
| All | +546.8% | +873.2% | -326.5% | +16.1% |
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