-9.6%
TOST vs TSEM
+60.1%
-69.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +7.6% | -8.9% | -0.5% |
| 7D | -3.6% | +6.8% | -10.4% | -2.9% |
| 30D | +8.9% | -26.6% | +35.5% | +6.6% |
| 3M | -2.2% | -36.3% | +34.1% | -5.1% |
| 6M | +41.0% | -30.6% | +71.6% | +38.7% |
| YTD | -4.0% | +35.3% | -39.3% | -6.2% |
| 1Y | -9.6% | +59.2% | -68.8% | -15.5% |
| All | -9.6% | +60.1% | -69.7% | -15.5% |
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