+250.9%
PM vs TSEM
+839.5%
-588.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.1% | +3.7% | +0.7% |
| 7D | -6.6% | -9.5% | +2.9% | -6.3% |
| 30D | -3.4% | -35.5% | +32.0% | -2.1% |
| 3M | +5.3% | -41.6% | +46.9% | +7.1% |
| 6M | +15.5% | -30.1% | +45.6% | +14.6% |
| YTD | +24.3% | +25.7% | -1.4% | +16.5% |
| 1Y | +29.7% | +50.5% | -20.8% | +19.4% |
| 3Y | +144.9% | +501.7% | -356.8% | +88.6% |
| 5Y | +159.0% | +310.9% | -151.9% | +106.2% |
| 10Y | +250.9% | +849.8% | -598.9% | +152.6% |
| All | +250.9% | +839.5% | -588.6% | +152.6% |
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