-53.2%
TE vs TSEM
+795.1%
-848.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +7.8% | -6.5% | -2.4% |
| 7D | -4.0% | +6.9% | -10.9% | -7.1% |
| 30D | -15.9% | +5.3% | -21.2% | -18.7% |
| 3M | -60.5% | -14.9% | -45.6% | -57.4% |
| 6M | -35.2% | +80.0% | -115.2% | -53.7% |
| YTD | -31.1% | +89.4% | -120.5% | -51.9% |
| 1Y | +148.6% | +253.1% | -104.4% | +31.9% |
| 3Y | -26.4% | +642.1% | -668.5% | -70.6% |
| 5Y | -48.0% | +659.1% | -707.1% | -78.5% |
| All | -53.2% | +795.1% | -848.2% | -80.8% |
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 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