+151.8%
TER vs TSEM
+468.0%
-316.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.8% | -2.3% | -0.1% |
| 7D | -20.5% | -17.5% | -3.0% | -11.2% |
| 30D | -47.0% | -44.7% | -2.3% | -26.9% |
| 3M | -43.3% | -38.9% | -4.4% | -26.6% |
| 6M | -42.9% | -36.7% | -6.2% | -28.8% |
| YTD | +12.9% | +17.0% | -4.1% | -1.1% |
| 1Y | +18.2% | +62.8% | -44.7% | -14.5% |
| 3Y | +151.8% | +471.3% | -319.5% | -13.4% |
| All | +151.8% | +468.0% | -316.2% | -13.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling