-44.8%
TOST vs TSEM
+389.6%
-434.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.4% | -0.3% |
| 7D | +3.0% | -9.5% | +12.4% | +4.1% |
| 30D | +10.3% | -35.5% | +45.7% | +17.1% |
| 3M | -3.3% | -41.6% | +38.3% | +3.7% |
| 6M | +37.8% | -30.1% | +67.9% | +34.0% |
| YTD | -2.8% | +25.7% | -28.5% | -25.2% |
| 1Y | -9.6% | +50.5% | -60.0% | -35.6% |
| 3Y | +144.6% | +501.7% | -357.1% | -5.4% |
| 5Y | -31.0% | +310.9% | -341.9% | -67.8% |
| All | -44.8% | +389.6% | -434.3% | -77.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling