+2,765.3%
SPY vs TSEM
-20.5%
+2,785.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +7.6% | -6.3% | +0.6% |
| 7D | -0.9% | +6.8% | -7.7% | -1.6% |
| 30D | -2.4% | -26.6% | +24.3% | +0.1% |
| 3M | -1.2% | -36.3% | +35.2% | +2.4% |
| 6M | +3.3% | -30.6% | +33.9% | +4.7% |
| YTD | +12.3% | +35.3% | -23.0% | +5.8% |
| 1Y | +12.4% | +59.2% | -46.8% | +4.1% |
| 3Y | +78.8% | +547.7% | -468.8% | +43.0% |
| 5Y | +75.2% | +337.5% | -262.4% | +44.0% |
| 10Y | +311.1% | +887.4% | -576.3% | +209.1% |
| All | +2,765.3% | -20.5% | +2,785.7% | +1,945.9% |
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