-48.8%
SE vs TSEM
+79.9%
-128.6%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -8.7% | +13.2% | +4.8% |
| 7D | +6.7% | -23.1% | +29.8% | +7.7% |
| 30D | -17.2% | -40.4% | +23.2% | -15.9% |
| 3M | -28.0% | -37.9% | +9.8% | -27.0% |
| 6M | -6.1% | -30.8% | +24.7% | -7.7% |
| YTD | -37.1% | +26.7% | -63.9% | -45.2% |
| 1Y | -48.8% | +80.5% | -129.2% | -60.7% |
| All | -48.8% | +79.9% | -128.6% | -60.7% |
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