+763.1%
PM vs TSEM
+1,730.0%
-966.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +7.8% | -9.8% | -2.4% |
| 7D | -4.9% | +6.9% | -11.8% | -5.3% |
| 30D | -3.4% | +5.3% | -8.7% | -3.9% |
| 3M | +5.2% | -14.9% | +20.1% | +5.1% |
| 6M | +3.7% | +80.0% | -76.3% | -2.5% |
| YTD | +15.8% | +89.4% | -73.6% | +8.1% |
| 1Y | +17.4% | +253.1% | -235.7% | +4.1% |
| 3Y | +116.9% | +642.1% | -525.2% | +78.5% |
| 5Y | +117.3% | +659.1% | -541.8% | +76.3% |
| 10Y | +193.8% | +1,291.4% | -1,097.6% | +122.2% |
| All | +763.1% | +1,730.0% | -966.8% | +566.0% |
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