+77.0%
SO vs TSEM
+273.4%
-196.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.8% | -5.9% | -0.9% |
| 7D | -1.5% | -17.5% | +16.0% | -2.0% |
| 30D | +8.1% | -44.7% | +52.8% | +6.6% |
| 3M | +0.2% | -38.9% | +39.1% | -0.8% |
| 6M | +0.4% | -36.7% | +37.1% | -0.3% |
| YTD | +8.5% | +17.0% | -8.5% | +9.5% |
| 1Y | +4.9% | +62.8% | -57.9% | +6.9% |
| 3Y | +47.9% | +471.3% | -423.4% | +51.1% |
| All | +77.0% | +273.4% | -196.4% | +82.5% |
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