+211.8%
PM vs TSEM
+1,283.8%
-1,072.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.6% |
| 7D | -1.2% | +4.7% | -5.9% | -1.4% |
| 30D | -0.2% | -14.2% | +14.1% | +0.5% |
| 3M | +4.9% | -5.0% | +10.0% | +4.1% |
| 6M | +9.0% | +87.6% | -78.5% | +1.4% |
| YTD | +17.8% | +84.4% | -66.7% | +9.2% |
| 1Y | +16.8% | +235.4% | -218.6% | +1.9% |
| 3Y | +125.4% | +668.0% | -542.5% | +74.3% |
| 5Y | +128.7% | +644.7% | -516.0% | +72.8% |
| 10Y | +211.8% | +1,326.7% | -1,114.8% | +105.0% |
| All | +211.8% | +1,283.8% | -1,072.0% | +105.0% |
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