+3,442.2%
SO vs TSEM
-26.1%
+3,468.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.1% | +3.2% | +0.1% |
| 7D | -0.1% | -9.5% | +9.4% | 0.0% |
| 30D | +8.7% | -35.5% | +44.1% | +9.1% |
| 3M | +3.4% | -41.6% | +44.9% | +3.9% |
| 6M | +3.7% | -30.1% | +33.8% | +3.8% |
| YTD | +10.0% | +25.7% | -15.7% | +9.1% |
| 1Y | +6.6% | +50.5% | -43.9% | +5.4% |
| 3Y | +52.5% | +501.7% | -449.2% | +47.3% |
| 5Y | +76.1% | +310.9% | -234.9% | +70.8% |
| 10Y | +194.9% | +849.8% | -654.9% | +181.6% |
| All | +3,442.2% | -26.1% | +3,468.3% | +3,229.1% |
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 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