+1.5%
SMR vs TSEM
+345.5%
-344.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -3.9% | -1.6% | -3.3% |
| 7D | +4.7% | +0.9% | +3.8% | +3.8% |
| 30D | +3.2% | -16.6% | +19.9% | +13.0% |
| 3M | +9.9% | -10.9% | +20.8% | +10.9% |
| 6M | -15.1% | +78.0% | -93.1% | -49.3% |
| YTD | -27.9% | +77.2% | -105.1% | -57.6% |
| 1Y | -70.2% | +207.6% | -277.8% | -88.7% |
| 3Y | +72.5% | +637.8% | -565.4% | -64.6% |
| All | +1.5% | +345.5% | -344.0% | -75.6% |
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