+843.8%
PM vs TSEM
+1,030.4%
-186.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.8% | -6.6% | -2.1% |
| 7D | -5.2% | -17.5% | +12.3% | -4.2% |
| 30D | +2.7% | -44.7% | +47.4% | +5.9% |
| 3M | +6.1% | -38.9% | +45.0% | +8.5% |
| 6M | +18.0% | -36.7% | +54.7% | +18.7% |
| YTD | +26.6% | +17.0% | +9.6% | +20.9% |
| 1Y | +36.7% | +62.8% | -26.1% | +27.0% |
| 3Y | +146.0% | +471.3% | -325.3% | +103.4% |
| 5Y | +164.1% | +290.3% | -126.2% | +122.9% |
| 10Y | +238.8% | +790.1% | -551.3% | +161.6% |
| All | +843.8% | +1,030.4% | -186.6% | +645.0% |
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 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