+124.3%
PM vs TSEM
+668.6%
-544.3%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +1.1% |
| 7D | -1.3% | +10.4% | -11.7% | -0.8% |
| 30D | -2.6% | -12.9% | +10.4% | -3.1% |
| 3M | +5.8% | -9.2% | +15.0% | +5.8% |
| 6M | +10.6% | +98.8% | -88.2% | +12.3% |
| YTD | +17.2% | +87.2% | -70.0% | +19.1% |
| 1Y | +17.6% | +239.0% | -221.3% | +21.1% |
| 3Y | +124.3% | +679.5% | -555.3% | +130.5% |
| All | +124.3% | +668.6% | -544.3% | +130.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling