+66.9%
T vs TSEM
+1,289.9%
-1,223.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.9% | +5.5% | +1.8% |
| 7D | -2.4% | +0.9% | -3.4% | -2.5% |
| 30D | +4.3% | -16.6% | +20.9% | +5.0% |
| 3M | +11.6% | -10.9% | +22.5% | +11.2% |
| 6M | -5.6% | +78.0% | -83.6% | -10.7% |
| YTD | +6.6% | +77.2% | -70.6% | +0.3% |
| 1Y | -8.4% | +207.6% | -215.9% | -17.9% |
| 3Y | +107.8% | +637.8% | -530.0% | +64.9% |
| 5Y | +68.3% | +617.0% | -548.7% | +30.5% |
| All | +66.9% | +1,289.9% | -1,223.0% | +7.6% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling