-77.1%
SE vs TSEM
+311.6%
-388.7%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +10.9% | -7.9% | +0.5% |
| 7D | +3.3% | -2.0% | +5.2% | +3.3% |
| 30D | -18.2% | -33.4% | +15.3% | -11.0% |
| 3M | -31.3% | -39.7% | +8.4% | -24.3% |
| 6M | -10.1% | -27.8% | +17.7% | -12.0% |
| YTD | -38.9% | +29.7% | -68.6% | -53.6% |
| 1Y | -48.0% | +81.1% | -129.2% | -66.1% |
| 3Y | +78.8% | +529.3% | -450.5% | -41.4% |
| 5Y | -77.1% | +315.0% | -392.1% | -90.2% |
| All | -77.1% | +311.6% | -388.7% | -90.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling