+802.8%
TEAM vs TSEM
+1,320.7%
-517.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +7.8% | -10.5% | -4.1% |
| 7D | -0.4% | +6.9% | -7.3% | -1.8% |
| 30D | +67.3% | +5.3% | +62.0% | +65.3% |
| 3M | +86.8% | -14.9% | +101.7% | +86.3% |
| 6M | +146.8% | +80.0% | +66.8% | +92.2% |
| YTD | +16.9% | +89.4% | -72.4% | -12.2% |
| 1Y | +12.8% | +253.1% | -240.3% | -31.8% |
| 3Y | -7.3% | +642.1% | -649.4% | -57.4% |
| 5Y | -50.7% | +659.1% | -709.8% | -77.7% |
| 10Y | +529.8% | +1,291.4% | -761.5% | +128.8% |
| All | +802.8% | +1,320.7% | -517.9% | +276.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling