+206.8%
ON vs TSEM
-50.7%
+257.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +7.6% | -1.9% | +3.5% |
| 7D | +3.3% | +6.8% | -3.4% | +1.5% |
| 30D | -3.1% | -26.6% | +23.5% | +5.6% |
| 3M | -9.2% | -36.3% | +27.1% | +2.6% |
| 6M | -31.4% | -30.6% | -0.8% | -24.6% |
| YTD | +36.0% | +35.3% | +0.7% | +20.7% |
| 1Y | +52.0% | +59.2% | -7.2% | +28.4% |
| 3Y | +9.3% | +547.7% | -538.4% | -39.5% |
| 5Y | +26.5% | +337.5% | -311.0% | -22.7% |
| 10Y | +556.1% | +887.4% | -331.2% | +230.2% |
| All | +206.8% | -50.7% | +257.5% | +96.7% |
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 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