+311.0%
SPYM vs TSEM
+805.6%
-494.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.9% | +6.5% | +0.8% |
| 7D | +2.6% | +7.0% | -4.4% | +1.1% |
| 30D | -2.0% | -29.8% | +27.8% | +3.5% |
| 3M | -2.8% | -41.9% | +39.1% | +5.5% |
| 6M | +2.2% | -45.8% | +47.9% | +9.7% |
| YTD | +11.5% | +25.1% | -13.6% | -2.4% |
| 1Y | +13.5% | +48.2% | -34.7% | -4.8% |
| 3Y | +78.0% | +476.5% | -398.5% | +4.1% |
| 5Y | +73.1% | +301.4% | -228.3% | +7.9% |
| All | +311.0% | +805.6% | -494.6% | +93.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling