+494.0%
TEAM vs TSEM
+1,289.9%
-795.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.9% | +5.0% | +1.8% |
| 7D | -7.8% | +0.9% | -8.7% | -8.0% |
| 30D | +16.5% | -16.6% | +33.2% | +20.0% |
| 3M | +96.2% | -10.9% | +107.1% | +93.4% |
| 6M | +130.2% | +78.0% | +52.2% | +78.3% |
| YTD | +10.7% | +77.2% | -66.5% | -16.3% |
| 1Y | +3.0% | +207.6% | -204.6% | -36.1% |
| 3Y | -13.1% | +637.8% | -650.9% | -61.3% |
| 5Y | -52.7% | +617.0% | -669.7% | -79.0% |
| All | +494.0% | +1,289.9% | -795.9% | +105.9% |
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