+819.0%
SPYM vs TSEM
+977.5%
-158.5%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.3% |
| 7D | -0.4% | +4.7% | -5.1% | -0.9% |
| 30D | -1.4% | -14.2% | +12.9% | +0.1% |
| 3M | +3.7% | -5.0% | +8.8% | +3.0% |
| 6M | +13.0% | +87.6% | -74.5% | +2.7% |
| YTD | +12.5% | +84.4% | -72.0% | +1.9% |
| 1Y | +18.6% | +235.4% | -216.8% | 0.0% |
| 3Y | +78.0% | +668.0% | -589.9% | +34.8% |
| 5Y | +82.3% | +644.7% | -562.4% | +37.1% |
| 10Y | +322.9% | +1,326.7% | -1,003.8% | +193.2% |
| All | +819.0% | +977.5% | -158.5% | +485.4% |
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