-8.9%
TOST vs TSEM
+75.0%
-84.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +10.9% | -10.6% | +1.3% |
| 7D | +4.0% | -2.0% | +6.0% | +4.0% |
| 30D | +11.1% | -33.4% | +44.5% | +7.8% |
| 3M | +0.8% | -39.7% | +40.5% | -2.6% |
| 6M | +38.8% | -27.8% | +66.6% | +36.3% |
| YTD | -2.1% | +29.7% | -31.8% | -4.7% |
| All | -8.9% | +75.0% | -84.0% | -15.3% |
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