+995.4%
TER vs TSEM
+805.6%
+189.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -6.9% | +1.6% | -1.5% |
| 7D | +14.4% | +7.0% | +7.4% | +10.5% |
| 30D | -30.6% | -29.8% | -0.8% | -15.7% |
| 3M | -39.2% | -41.9% | +2.7% | -18.6% |
| 6M | -31.3% | -45.8% | +14.5% | -6.0% |
| YTD | +29.1% | +25.1% | +4.0% | +8.0% |
| 1Y | +47.4% | +48.2% | -0.8% | +12.3% |
| 3Y | +191.2% | +476.5% | -285.3% | +0.5% |
| 5Y | +74.0% | +301.4% | -227.5% | -29.8% |
| All | +995.4% | +805.6% | +189.8% | +164.7% |
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