+74.6%
TEAM vs TSEM
-25.2%
+99.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +7.6% | -5.1% | +3.3% |
| 7D | -19.7% | +6.8% | -26.5% | -18.9% |
| 30D | -26.6% | -26.6% | 0.0% | -29.2% |
| 3M | -1.1% | -36.3% | +35.3% | -5.9% |
| 6M | +74.6% | -30.6% | +105.2% | +78.8% |
| All | +74.6% | -25.2% | +99.8% | +78.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling