+148.6%
TE vs TSEM
+259.4%
-110.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +7.8% | -6.5% | -2.7% |
| 7D | -4.0% | +6.9% | -10.9% | -7.4% |
| 30D | -15.9% | +5.3% | -21.2% | -19.1% |
| 3M | -60.5% | -14.9% | -45.6% | -57.3% |
| 6M | -35.2% | +80.0% | -115.2% | -56.9% |
| YTD | -31.1% | +89.4% | -120.5% | -56.5% |
| 1Y | +148.6% | +253.1% | -104.4% | +20.8% |
| All | +148.6% | +259.4% | -110.7% | +20.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling