+568.6%
SE vs TSEM
+587.7%
-19.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.5% | -2.6% | -3.6% |
| 7D | -3.6% | +4.7% | -8.4% | -5.2% |
| 30D | -5.3% | -14.2% | +8.9% | -1.2% |
| 3M | +28.1% | -5.0% | +33.1% | +22.9% |
| 6M | +20.7% | +87.6% | -66.9% | -17.4% |
| YTD | -14.8% | +84.4% | -99.2% | -42.3% |
| 1Y | -43.6% | +235.4% | -279.0% | -71.4% |
| 3Y | +184.2% | +668.0% | -483.8% | -9.4% |
| 5Y | -66.3% | +644.7% | -711.0% | -89.1% |
| All | +568.6% | +587.7% | -19.2% | +108.3% |
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