-19.8%
TLT vs TSEM
+1,283.8%
-1,303.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.6% |
| 7D | -0.3% | +4.7% | -5.0% | -0.1% |
| 30D | 0.0% | -14.2% | +14.2% | -0.4% |
| 3M | -2.9% | -5.0% | +2.2% | -2.7% |
| 6M | -6.3% | +87.6% | -93.8% | -3.3% |
| YTD | -3.3% | +84.4% | -87.8% | -0.2% |
| 1Y | -4.2% | +235.4% | -239.6% | +1.7% |
| 3Y | -1.7% | +668.0% | -669.6% | +9.5% |
| 5Y | -34.9% | +644.7% | -679.6% | -26.7% |
| 10Y | -19.8% | +1,326.7% | -1,346.5% | -3.3% |
| All | -19.8% | +1,283.8% | -1,303.6% | -3.3% |
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