+358.3%
SE vs TSEM
+401.3%
-43.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.4% | +0.9% |
| 7D | -1.5% | +20.5% | -22.0% | -7.3% |
| 30D | -22.3% | -29.0% | +6.6% | -14.9% |
| 3M | -41.8% | -39.4% | -2.5% | -34.1% |
| 6M | -22.4% | -28.5% | +6.1% | -23.1% |
| YTD | -41.6% | +34.4% | -76.0% | -57.5% |
| 1Y | -48.0% | +48.3% | -96.4% | -64.1% |
| 3Y | +63.9% | +543.5% | -479.7% | -47.6% |
| 5Y | -78.2% | +331.4% | -409.6% | -91.5% |
| All | +358.3% | +401.3% | -43.0% | +53.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling