+19.6%
TMO vs TSEM
+645.3%
-625.7%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +1.0% |
| 7D | -0.6% | -4.9% | +4.2% | -0.3% |
| 30D | +1.1% | -18.7% | +19.9% | +2.3% |
| 3M | +28.3% | -18.1% | +46.5% | +28.9% |
| 6M | +23.3% | +77.1% | -53.8% | +11.6% |
| YTD | +5.5% | +80.1% | -74.7% | -5.5% |
| 1Y | +24.5% | +220.4% | -195.8% | +1.7% |
| 3Y | +19.6% | +650.1% | -630.5% | -17.9% |
| All | +19.6% | +645.3% | -625.7% | -17.9% |
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