-53.1%
TEAM vs TSEM
+654.3%
-707.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +0.9% |
| 7D | -4.7% | +4.7% | -9.4% | -5.2% |
| 30D | +17.0% | -14.2% | +31.3% | +18.8% |
| 3M | +85.9% | -5.0% | +90.9% | +82.4% |
| 6M | +116.7% | +87.6% | +29.1% | +72.0% |
| YTD | +9.6% | +84.4% | -74.8% | -14.9% |
| 1Y | -2.5% | +235.4% | -237.9% | -39.4% |
| 3Y | -14.0% | +668.0% | -681.9% | -62.1% |
| 5Y | -53.1% | +644.7% | -697.8% | -77.4% |
| All | -53.1% | +654.3% | -707.4% | -77.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling