+103.2%
TOST vs TSEM
+468.0%
-364.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.8% | -6.2% | -1.8% |
| 7D | +9.4% | -17.5% | +26.9% | +11.0% |
| 30D | +13.5% | -44.7% | +58.2% | +19.5% |
| 3M | -0.1% | -38.9% | +38.7% | +3.3% |
| 6M | +22.5% | -36.7% | +59.1% | +20.3% |
| YTD | -2.4% | +17.0% | -19.3% | -22.8% |
| 1Y | -4.7% | +62.8% | -67.5% | -34.8% |
| 3Y | +103.2% | +471.3% | -368.1% | -30.7% |
| All | +103.2% | +468.0% | -364.8% | -30.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling