+115.3%
SPOT vs TSEM
+617.3%
-502.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.5% |
| 7D | -3.1% | -4.9% | +1.8% | -2.4% |
| 30D | +7.4% | -18.7% | +26.1% | +10.3% |
| 3M | +8.2% | -18.1% | +26.3% | +9.0% |
| 6M | +2.2% | +77.1% | -74.9% | -15.6% |
| YTD | -9.5% | +80.1% | -89.6% | -27.3% |
| 1Y | -23.8% | +220.4% | -244.2% | -49.5% |
| 3Y | +233.5% | +650.1% | -416.6% | +60.0% |
| All | +115.3% | +617.3% | -502.0% | +8.2% |
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 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