+3,630.4%
TMO vs TSEM
+4.2%
+3,626.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.9% | +3.5% | -0.1% |
| 7D | -2.5% | +0.9% | -3.4% | -2.6% |
| 30D | -0.3% | -16.6% | +16.3% | +1.1% |
| 3M | +25.3% | -10.9% | +36.2% | +25.1% |
| 6M | +20.9% | +78.0% | -57.2% | +12.1% |
| YTD | +4.3% | +77.2% | -72.9% | -3.6% |
| 1Y | +27.0% | +207.6% | -180.5% | +11.2% |
| 3Y | +17.5% | +637.8% | -620.3% | -6.3% |
| 5Y | +6.9% | +617.0% | -610.0% | -15.4% |
| 10Y | +332.0% | +1,270.7% | -938.7% | +217.2% |
| All | +3,630.4% | +4.2% | +3,626.2% | +2,459.7% |
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