+143.6%
TE vs TSEM
+207.8%
-64.2%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -3.9% | -2.8% | -4.7% |
| 7D | +0.9% | +0.9% | 0.0% | +0.3% |
| 30D | -16.3% | -16.6% | +0.4% | -8.5% |
| 3M | -40.8% | -10.9% | -29.8% | -36.8% |
| 6M | -42.6% | +78.0% | -120.6% | -62.6% |
| YTD | -31.4% | +77.2% | -108.6% | -56.0% |
| All | +143.6% | +207.8% | -64.2% | +19.5% |
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 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