+78.5%
SPY vs TSEM
+668.6%
-590.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.4% |
| 7D | +0.5% | +10.4% | -9.9% | -0.8% |
| 30D | -0.9% | -12.9% | +12.0% | +0.6% |
| 3M | +3.9% | -9.2% | +13.1% | +3.5% |
| 6M | +14.5% | +98.8% | -84.2% | -1.7% |
| YTD | +12.9% | +87.2% | -74.3% | -3.0% |
| 1Y | +19.4% | +239.0% | -219.6% | -10.2% |
| 3Y | +78.5% | +679.5% | -601.0% | +12.8% |
| All | +78.5% | +668.6% | -590.1% | +12.8% |
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