-6.4%
T vs TSEM
+79.9%
-86.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -8.7% | +10.8% | +1.4% |
| 7D | +5.5% | -23.1% | +28.6% | +3.6% |
| 30D | -8.9% | -40.4% | +31.5% | -11.7% |
| 3M | -5.6% | -37.9% | +32.3% | -7.9% |
| 6M | -14.3% | -30.8% | +16.5% | -15.3% |
| YTD | -7.9% | +26.7% | -34.6% | -5.9% |
| 1Y | -6.4% | +80.5% | -86.9% | -4.2% |
| All | -6.4% | +79.9% | -86.3% | -4.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling