+3,392.6%
SO vs TSEM
-31.2%
+3,423.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.8% | -5.9% | -1.1% |
| 7D | -1.5% | -17.5% | +16.0% | -1.3% |
| 30D | +8.1% | -44.7% | +52.8% | +8.7% |
| 3M | +0.2% | -38.9% | +39.1% | +0.6% |
| 6M | +0.4% | -36.7% | +37.1% | +0.6% |
| YTD | +8.5% | +17.0% | -8.5% | +7.7% |
| 1Y | +4.9% | +62.8% | -57.9% | +3.6% |
| 3Y | +47.9% | +471.3% | -423.4% | +42.9% |
| 5Y | +75.7% | +290.3% | -214.6% | +70.5% |
| 10Y | +178.0% | +790.1% | -612.1% | +165.7% |
| All | +3,392.6% | -31.2% | +3,423.9% | +3,185.2% |
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