-7.0%
TLT vs TSEM
+40.2%
-47.2%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.9% | +6.5% | -0.4% |
| 7D | -3.1% | +7.0% | -10.1% | -3.1% |
| 30D | +1.0% | -29.8% | +30.8% | +1.1% |
| 3M | -2.7% | -41.9% | +39.2% | -2.6% |
| 6M | -4.1% | -45.8% | +41.6% | -4.2% |
| YTD | -5.4% | +25.1% | -30.5% | -6.3% |
| 1Y | -7.0% | +48.2% | -55.3% | -8.2% |
| All | -7.0% | +40.2% | -47.2% | -8.2% |
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