+20.3%
SGOV vs TSEM
+959.2%
-938.9%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.6% | 0.0% |
| 7D | 0.0% | -4.9% | +4.9% | 0.0% |
| 30D | +0.3% | -18.7% | +19.0% | +0.3% |
| 3M | +0.9% | -18.1% | +19.1% | +0.9% |
| 6M | +1.8% | +77.1% | -75.2% | +1.9% |
| YTD | +2.5% | +80.1% | -77.6% | +2.6% |
| 1Y | +3.8% | +220.4% | -216.6% | +3.8% |
| 3Y | +14.4% | +650.1% | -635.7% | +14.4% |
| 5Y | +20.2% | +628.9% | -608.7% | +20.2% |
| All | +20.3% | +959.2% | -938.9% | +20.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling