+1,835.2%
TER vs TSEM
+1,304.6%
+530.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.1% | +5.3% | +4.8% |
| 7D | +11.0% | +10.4% | +0.5% | +5.1% |
| 30D | -1.9% | -12.9% | +11.1% | +5.6% |
| 3M | -0.7% | -9.2% | +8.5% | +3.1% |
| 6M | +36.4% | +98.8% | -62.4% | -10.3% |
| YTD | +92.4% | +87.2% | +5.2% | +29.6% |
| 1Y | +213.5% | +239.0% | -25.4% | +52.2% |
| 3Y | +277.2% | +679.5% | -402.3% | +10.5% |
| 5Y | +219.1% | +667.3% | -448.1% | -10.6% |
| All | +1,835.2% | +1,304.6% | +530.6% | +275.4% |
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 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