-11.8%
TLT vs TSEM
+920.4%
-932.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.6% | -7.6% | +0.3% |
| 7D | -1.0% | +6.8% | -7.8% | -0.8% |
| 30D | +3.7% | -26.6% | +30.3% | +2.9% |
| 3M | -0.8% | -36.3% | +35.6% | -1.8% |
| 6M | -3.6% | -30.6% | +27.0% | -3.9% |
| YTD | -3.9% | +35.3% | -39.2% | -1.4% |
| 1Y | -6.2% | +59.2% | -65.4% | -3.0% |
| 3Y | +4.2% | +547.7% | -543.5% | +16.1% |
| 5Y | -34.7% | +337.5% | -372.2% | -28.2% |
| 10Y | -11.8% | +887.4% | -899.2% | +6.0% |
| All | -11.8% | +920.4% | -932.2% | +6.0% |
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