+937.4%
T vs TSEM
-21.0%
+958.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.3% | -0.3% |
| 7D | +1.6% | +20.5% | -18.9% | +0.9% |
| 30D | -2.9% | -29.0% | +26.0% | -1.9% |
| 3M | -7.5% | -39.4% | +31.9% | -6.1% |
| 6M | -9.9% | -28.5% | +18.6% | -9.8% |
| YTD | -6.4% | +34.4% | -40.9% | -9.4% |
| 1Y | -9.4% | +48.3% | -57.7% | -12.7% |
| 3Y | +64.9% | +543.5% | -478.7% | +46.3% |
| 5Y | +57.0% | +331.4% | -274.5% | +41.2% |
| 10Y | +60.8% | +881.1% | -820.3% | +37.2% |
| All | +937.4% | -21.0% | +958.4% | +758.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling