+78.8%
SE vs TSEM
+521.6%
-442.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +10.9% | -7.9% | +1.6% |
| 7D | +3.3% | -2.0% | +5.2% | +3.3% |
| 30D | -18.2% | -33.4% | +15.3% | -14.3% |
| 3M | -31.3% | -39.7% | +8.4% | -27.5% |
| 6M | -10.1% | -27.8% | +17.7% | -11.5% |
| YTD | -38.9% | +29.7% | -68.6% | -49.1% |
| 1Y | -48.0% | +81.1% | -129.2% | -61.0% |
| 3Y | +78.8% | +529.3% | -450.5% | +34.4% |
| All | +78.8% | +521.6% | -442.8% | +34.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling