+101.7%
SMR vs TSEM
+547.1%
-445.4%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -6.9% | +3.6% | +0.7% |
| 7D | -8.3% | +7.0% | -15.2% | -12.1% |
| 30D | -20.1% | -29.8% | +9.7% | -3.7% |
| 3M | -52.7% | -41.9% | -10.8% | -37.8% |
| 6M | -61.0% | -45.8% | -15.3% | -48.8% |
| YTD | -67.1% | +25.1% | -92.2% | -77.6% |
| 1Y | -79.9% | +48.2% | -128.1% | -88.0% |
| 3Y | +101.7% | +476.5% | -374.8% | -60.9% |
| All | +101.7% | +547.1% | -445.4% | -60.9% |
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