+826.4%
PM vs TSEM
+1,114.8%
-288.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.1% | +3.7% | +0.8% |
| 7D | -6.6% | -9.5% | +2.9% | -6.2% |
| 30D | -3.4% | -35.5% | +32.0% | -1.3% |
| 3M | +5.3% | -41.6% | +46.9% | +8.0% |
| 6M | +15.5% | -30.1% | +45.6% | +15.5% |
| YTD | +24.3% | +25.7% | -1.4% | +18.1% |
| 1Y | +29.7% | +50.5% | -20.8% | +21.4% |
| 3Y | +144.9% | +501.7% | -356.8% | +101.9% |
| 5Y | +159.0% | +310.9% | -151.9% | +118.0% |
| 10Y | +250.9% | +849.8% | -598.9% | +169.8% |
| All | +826.4% | +1,114.8% | -288.4% | +627.9% |
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