+318.0%
SPYM vs TSEM
+1,313.0%
-994.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.8% | +0.5% |
| 7D | -0.8% | -4.9% | +4.1% | +0.1% |
| 30D | -1.1% | -18.7% | +17.7% | +2.5% |
| 3M | +3.9% | -18.1% | +22.0% | +5.5% |
| 6M | +13.6% | +77.1% | -63.5% | -4.2% |
| YTD | +12.7% | +80.1% | -67.4% | -6.4% |
| 1Y | +17.6% | +220.4% | -202.8% | -15.2% |
| 3Y | +77.2% | +650.1% | -572.8% | +0.7% |
| 5Y | +84.1% | +628.9% | -544.7% | +2.1% |
| All | +318.0% | +1,313.0% | -994.9% | +84.2% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling