+3.7%
SO vs TSEM
+79.9%
-76.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -8.7% | +8.1% | -1.0% |
| 7D | +1.7% | -23.1% | +24.9% | +0.9% |
| 30D | +11.1% | -40.4% | +51.5% | +9.8% |
| 3M | +0.7% | -37.9% | +38.6% | -0.4% |
| 6M | -1.4% | -30.8% | +29.4% | -2.3% |
| YTD | +9.4% | +26.7% | -17.3% | +10.0% |
| 1Y | +3.7% | +80.5% | -76.7% | +4.0% |
| All | +3.7% | +79.9% | -76.1% | +4.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling