+2,797.2%
SPY vs TSEM
+11.3%
+2,785.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.8% | -8.2% | -1.1% |
| 7D | +0.1% | +6.9% | -6.8% | -0.6% |
| 30D | +0.1% | +5.3% | -5.3% | -0.7% |
| 3M | +2.0% | -14.9% | +16.9% | +2.5% |
| 6M | +13.0% | +80.0% | -67.0% | +4.6% |
| YTD | +13.5% | +89.4% | -75.8% | +4.3% |
| 1Y | +20.0% | +253.1% | -233.1% | +3.4% |
| 3Y | +77.2% | +642.1% | -564.9% | +40.6% |
| 5Y | +81.9% | +659.1% | -577.2% | +42.8% |
| 10Y | +314.1% | +1,291.4% | -977.3% | +203.3% |
| All | +2,797.2% | +11.3% | +2,785.9% | +1,916.7% |
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