-53.4%
TE vs TSEM
+737.6%
-791.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -3.9% | -2.8% | -4.9% |
| 7D | +0.9% | +0.9% | 0.0% | +0.3% |
| 30D | -16.3% | -16.6% | +0.4% | -9.4% |
| 3M | -40.8% | -10.9% | -29.8% | -37.4% |
| 6M | -42.6% | +78.0% | -120.6% | -58.7% |
| YTD | -31.4% | +77.2% | -108.6% | -50.6% |
| 1Y | +144.9% | +207.6% | -62.6% | +38.5% |
| 3Y | -26.0% | +637.8% | -663.8% | -69.9% |
| 5Y | -48.5% | +617.0% | -665.5% | -78.1% |
| All | -53.4% | +737.6% | -791.0% | -80.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling