-3.6%
SMR vs TSEM
+376.0%
-379.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +7.8% | -8.4% | -5.0% |
| 7D | +4.4% | +6.9% | -2.5% | +0.2% |
| 30D | +3.4% | +5.3% | -1.9% | -1.9% |
| 3M | -19.2% | -14.9% | -4.3% | -15.6% |
| 6M | -22.6% | +80.0% | -102.7% | -53.8% |
| YTD | -31.5% | +89.4% | -120.9% | -61.2% |
| 1Y | -73.1% | +253.1% | -326.2% | -90.7% |
| 3Y | +55.0% | +642.1% | -587.2% | -68.8% |
| All | -3.6% | +376.0% | -379.6% | -77.7% |
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