+88.9%
SMR vs TSEM
+674.6%
-585.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -1.1% | +16.4% | +15.9% |
| 7D | +21.4% | +10.4% | +11.0% | +14.0% |
| 30D | +13.8% | -12.9% | +26.8% | +21.7% |
| 3M | +3.9% | -9.2% | +13.1% | +3.5% |
| 6M | -4.2% | +98.8% | -103.0% | -48.9% |
| YTD | -21.1% | +87.2% | -108.3% | -57.0% |
| 1Y | -67.1% | +239.0% | -306.0% | -89.4% |
| All | +88.9% | +674.6% | -585.7% | -69.9% |
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