-40.9%
SE vs TSEM
+259.4%
-300.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +7.8% | -8.7% | -1.1% |
| 7D | -6.1% | +6.9% | -13.0% | -6.3% |
| 30D | -2.5% | +5.3% | -7.8% | -2.7% |
| 3M | +21.7% | -14.9% | +36.6% | +21.5% |
| 6M | +27.0% | +80.0% | -53.0% | +10.4% |
| YTD | -12.1% | +89.4% | -101.5% | -24.7% |
| 1Y | -40.9% | +253.1% | -294.0% | -55.4% |
| All | -40.9% | +259.4% | -300.3% | -55.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling