+262.0%
TER vs TSEM
+672.8%
-410.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +7.8% | -2.4% | +1.3% |
| 7D | +0.6% | +6.9% | -6.3% | -2.9% |
| 30D | -8.3% | +5.3% | -13.6% | -11.6% |
| 3M | -12.2% | -14.9% | +2.7% | -5.5% |
| 6M | +17.1% | +80.0% | -63.0% | -17.5% |
| YTD | +84.7% | +89.4% | -4.7% | +25.2% |
| 1Y | +199.9% | +253.1% | -53.2% | +44.9% |
| All | +262.0% | +672.8% | -410.8% | +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