+4.1%
TLT vs TSEM
+506.4%
-502.3%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.1% | +1.8% | -1.3% |
| 7D | -0.3% | -9.5% | +9.2% | -0.3% |
| 30D | +3.7% | -35.5% | +39.2% | +3.6% |
| 3M | -0.7% | -41.6% | +40.9% | -0.8% |
| 6M | -4.2% | -30.1% | +25.9% | -4.3% |
| YTD | -4.0% | +25.7% | -29.7% | -3.6% |
| 1Y | -5.8% | +50.5% | -56.3% | -5.2% |
| 3Y | +4.1% | +501.7% | -497.6% | +2.4% |
| All | +4.1% | +506.4% | -502.3% | +2.4% |
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