+1,087.7%
T vs TSEM
+11.3%
+1,076.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +7.8% | -9.8% | -2.3% |
| 7D | -1.3% | +6.9% | -8.2% | -1.6% |
| 30D | +11.4% | +5.3% | +6.1% | +11.0% |
| 3M | +14.3% | -14.9% | +29.2% | +14.4% |
| 6M | -9.3% | +80.0% | -89.3% | -12.6% |
| YTD | +7.1% | +89.4% | -82.3% | +2.7% |
| 1Y | -9.1% | +253.1% | -262.2% | -15.5% |
| 3Y | +105.3% | +642.1% | -536.8% | +82.2% |
| 5Y | +66.8% | +659.1% | -592.3% | +46.9% |
| 10Y | +66.8% | +1,291.4% | -1,224.6% | +40.9% |
| All | +1,087.7% | +11.3% | +1,076.4% | +873.5% |
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