+58.7%
SO vs TSEM
+657.2%
-598.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.0% |
| 7D | +1.0% | +10.4% | -9.4% | +1.3% |
| 30D | -3.2% | -12.9% | +9.7% | -3.5% |
| 3M | -1.7% | -9.2% | +7.5% | -1.6% |
| 6M | -7.2% | +98.8% | -106.0% | -5.2% |
| YTD | +4.6% | +87.2% | -82.6% | +6.7% |
| 1Y | +1.2% | +239.0% | -237.8% | +4.8% |
| 3Y | +45.3% | +679.5% | -634.2% | +50.6% |
| 5Y | +58.7% | +667.3% | -608.5% | +66.1% |
| All | +58.7% | +657.2% | -598.5% | +66.1% |
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