+64.3%
T vs TSEM
+1,346.7%
-1,282.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.7% |
| 7D | -3.1% | +4.7% | -7.8% | -3.3% |
| 30D | +4.6% | -14.2% | +18.8% | +5.2% |
| 3M | +12.2% | -5.0% | +17.3% | +11.6% |
| 6M | -6.5% | +87.6% | -94.0% | -11.7% |
| YTD | +4.9% | +84.4% | -79.5% | -1.4% |
| 1Y | -10.5% | +235.4% | -245.9% | -20.3% |
| 3Y | +104.6% | +668.0% | -563.4% | +62.0% |
| 5Y | +64.2% | +644.7% | -580.5% | +27.2% |
| All | +64.3% | +1,346.7% | -1,282.4% | +5.8% |
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