+55.4%
T vs TSEM
+304.9%
-249.6%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.1% | +3.7% | +0.5% |
| 7D | +2.6% | -9.5% | +12.1% | +2.2% |
| 30D | -1.1% | -35.5% | +34.4% | -2.8% |
| 3M | -7.7% | -41.6% | +33.8% | -9.4% |
| 6M | -10.6% | -30.1% | +19.4% | -11.3% |
| YTD | -7.5% | +25.7% | -33.2% | -6.5% |
| 1Y | -7.4% | +50.5% | -57.9% | -6.1% |
| 3Y | +63.1% | +501.7% | -438.6% | +62.7% |
| All | +55.4% | +304.9% | -249.6% | +54.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling