+25.4%
TMO vs TSEM
+79.9%
-54.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -8.7% | +9.9% | +1.2% |
| 7D | +0.3% | -23.1% | +23.4% | +0.5% |
| 30D | +4.3% | -40.4% | +44.7% | +4.6% |
| 3M | +25.1% | -37.9% | +63.0% | +25.2% |
| 6M | +52.9% | -30.8% | +83.7% | +50.7% |
| YTD | +22.2% | +26.7% | -4.5% | +15.8% |
| 1Y | +25.4% | +80.5% | -55.1% | +16.2% |
| All | +25.4% | +79.9% | -54.5% | +16.2% |
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