-4.7%
TOST vs TSEM
+58.6%
-63.3%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.8% | -6.2% | -1.0% |
| 7D | +9.4% | -17.5% | +26.9% | +7.9% |
| 30D | +13.5% | -44.7% | +58.2% | +9.0% |
| 3M | -0.1% | -38.9% | +38.7% | -3.1% |
| 6M | +22.5% | -36.7% | +59.1% | +19.0% |
| YTD | -2.4% | +17.0% | -19.3% | -7.9% |
| 1Y | -4.7% | +62.8% | -67.5% | -17.4% |
| All | -4.7% | +58.6% | -63.3% | -17.4% |
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