-46.2%
SE vs TSEM
+40.2%
-86.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.9% | +8.1% | +1.4% |
| 7D | -0.5% | +7.0% | -7.4% | -0.8% |
| 30D | -20.9% | -29.8% | +8.8% | -20.3% |
| 3M | -38.9% | -41.9% | +3.0% | -38.2% |
| 6M | -19.4% | -45.8% | +26.3% | -18.8% |
| YTD | -40.9% | +25.1% | -66.0% | -47.8% |
| 1Y | -46.2% | +48.2% | -94.4% | -54.7% |
| All | -46.2% | +40.2% | -86.4% | -54.7% |
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