+108.2%
T vs TSEM
+668.6%
-560.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.4% |
| 7D | -1.5% | +10.4% | -12.0% | -0.9% |
| 30D | +7.6% | -12.9% | +20.5% | +6.8% |
| 3M | +15.3% | -9.2% | +24.5% | +15.4% |
| 6M | -8.5% | +98.8% | -107.2% | -2.5% |
| YTD | +6.8% | +87.2% | -80.4% | +13.5% |
| 1Y | -7.2% | +239.0% | -246.2% | +3.4% |
| 3Y | +108.2% | +679.5% | -571.3% | +138.8% |
| All | +108.2% | +668.6% | -560.4% | +138.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling