-6.2%
TLT vs TSEM
+60.1%
-66.3%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.6% | -7.6% | 0.0% |
| 7D | -1.0% | +6.8% | -7.8% | -1.0% |
| 30D | +3.7% | -26.6% | +30.3% | +3.8% |
| 3M | -0.8% | -36.3% | +35.6% | -0.6% |
| 6M | -3.6% | -30.6% | +27.0% | -3.7% |
| YTD | -3.9% | +35.3% | -39.2% | -5.2% |
| 1Y | -6.2% | +59.2% | -65.4% | -7.6% |
| All | -6.2% | +60.1% | -66.3% | -7.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling