+125.1%
PM vs TSEM
+657.2%
-532.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +1.2% |
| 7D | -1.3% | +10.4% | -11.7% | -1.0% |
| 30D | -2.6% | -12.9% | +10.4% | -2.9% |
| 3M | +5.8% | -9.2% | +15.0% | +5.8% |
| 6M | +10.6% | +98.8% | -88.2% | +10.5% |
| YTD | +17.2% | +87.2% | -70.0% | +17.1% |
| 1Y | +17.6% | +239.0% | -221.3% | +17.3% |
| 3Y | +124.3% | +679.5% | -555.3% | +117.0% |
| 5Y | +125.1% | +667.3% | -542.2% | +116.1% |
| All | +125.1% | +657.2% | -532.1% | +116.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling