-65.7%
TEAM vs TSEM
+306.6%
-372.3%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.1% | -1.0% | -3.7% |
| 7D | -22.2% | -9.5% | -12.7% | -21.5% |
| 30D | -28.1% | -35.5% | +7.3% | -24.9% |
| 3M | -2.2% | -41.6% | +39.4% | +2.8% |
| 6M | +62.2% | -30.1% | +92.3% | +58.4% |
| YTD | -8.4% | +25.7% | -34.1% | -26.6% |
| 1Y | -6.6% | +50.5% | -57.1% | -30.0% |
| 3Y | -15.7% | +501.7% | -517.4% | -63.9% |
| 5Y | -65.7% | +310.9% | -376.6% | -82.6% |
| All | -65.7% | +306.6% | -372.3% | -82.6% |
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