-25.8%
TE vs TSEM
+79.9%
-105.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -8.7% | +5.2% | +1.1% |
| 7D | +3.8% | -23.1% | +26.9% | +18.8% |
| 30D | -26.2% | -40.4% | +14.2% | -3.6% |
| 3M | -49.7% | -37.9% | -11.8% | -37.3% |
| 6M | -46.5% | -30.8% | -15.7% | -36.3% |
| YTD | -59.1% | +26.7% | -85.9% | -70.6% |
| 1Y | -25.8% | +80.5% | -106.3% | -64.8% |
| All | -25.8% | +79.9% | -105.7% | -64.8% |
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