-45.7%
TOST vs TSEM
+637.4%
-683.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +7.8% | -7.8% | -1.4% |
| 7D | -3.4% | +6.9% | -10.3% | -4.6% |
| 30D | -2.4% | +5.3% | -7.7% | -4.1% |
| 3M | +34.6% | -14.9% | +49.5% | +34.3% |
| 6M | +15.2% | +80.0% | -64.8% | -12.1% |
| YTD | -4.4% | +89.4% | -93.7% | -30.1% |
| 1Y | -17.4% | +253.1% | -270.5% | -53.6% |
| 3Y | +54.5% | +642.1% | -587.7% | -39.0% |
| All | -45.7% | +637.4% | -683.1% | -78.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling