-44.5%
TOST vs TSEM
+355.5%
-400.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.8% | -6.2% | -2.1% |
| 7D | +9.4% | -17.5% | +26.9% | +12.3% |
| 30D | +13.5% | -44.7% | +58.2% | +23.6% |
| 3M | -0.1% | -38.9% | +38.7% | +5.8% |
| 6M | +22.5% | -36.7% | +59.1% | +21.4% |
| YTD | -2.4% | +17.0% | -19.3% | -24.0% |
| 1Y | -4.7% | +62.8% | -67.5% | -35.6% |
| 3Y | +103.2% | +471.3% | -368.1% | -21.2% |
| 5Y | -41.2% | +290.3% | -331.5% | -72.5% |
| All | -44.5% | +355.5% | -400.1% | -76.7% |
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 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