+231.7%
SPOT vs TSEM
+663.1%
-431.4%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.9% |
| 7D | -6.5% | +4.7% | -11.2% | -6.9% |
| 30D | +2.2% | -14.2% | +16.4% | +3.3% |
| 3M | +5.4% | -5.0% | +10.4% | +3.7% |
| 6M | -4.0% | +87.6% | -91.6% | -17.3% |
| YTD | -9.9% | +84.4% | -94.4% | -24.0% |
| 1Y | -27.3% | +235.4% | -262.7% | -49.0% |
| All | +231.7% | +663.1% | -431.4% | +77.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling