+129.5%
TLT vs TSEM
+103.7%
+25.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.6% | -7.6% | +0.3% |
| 7D | -1.0% | +6.8% | -7.8% | -0.8% |
| 30D | +4.1% | -26.6% | +30.7% | +3.3% |
| 3M | -0.4% | -36.3% | +36.0% | -1.5% |
| 6M | -3.2% | -30.6% | +27.4% | -3.6% |
| YTD | -3.5% | +35.3% | -38.8% | -1.3% |
| 1Y | -5.8% | +59.2% | -65.0% | -3.1% |
| 3Y | +4.6% | +547.7% | -543.1% | +14.0% |
| 5Y | -34.4% | +337.5% | -371.9% | -29.2% |
| 10Y | -11.4% | +887.4% | -898.8% | +0.2% |
| All | +129.5% | +103.7% | +25.8% | +165.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling