+454.5%
TEAM vs TSEM
+920.4%
-465.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +7.6% | -5.1% | +1.2% |
| 7D | -19.7% | +6.8% | -26.5% | -20.9% |
| 30D | -26.6% | -26.6% | 0.0% | -23.0% |
| 3M | -1.1% | -36.3% | +35.3% | +5.4% |
| 6M | +74.6% | -30.6% | +105.2% | +73.1% |
| YTD | -6.0% | +35.3% | -41.3% | -26.5% |
| 1Y | -3.2% | +59.2% | -62.5% | -28.7% |
| 3Y | -13.5% | +547.7% | -561.2% | -62.0% |
| 5Y | -65.5% | +337.5% | -403.0% | -82.9% |
| 10Y | +454.5% | +887.4% | -432.9% | +87.8% |
| All | +454.5% | +920.4% | -465.8% | +87.8% |
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 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