+50.5%
TSEM vs ALL
+32.6%
+17.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.9% | -6.0% | +0.1% |
| 7D | -9.5% | -0.1% | -9.3% | -9.1% |
| 30D | -35.5% | +13.8% | -49.3% | -25.0% |
| 3M | -41.6% | -2.8% | -38.8% | -41.5% |
| 6M | -30.1% | +23.7% | -53.7% | -13.4% |
| YTD | +25.7% | +27.3% | -1.6% | +61.7% |
| 1Y | +50.5% | +30.5% | +19.9% | +93.1% |
| All | +50.5% | +32.6% | +17.9% | +93.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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