+786.5%
TSEM vs ALM
+2,100.8%
-1,314.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +7.7% | -14.7% | -7.4% |
| 7D | +7.0% | +1.2% | +5.7% | +6.8% |
| 30D | -29.8% | -19.3% | -10.4% | -28.9% |
| 3M | -41.9% | -40.6% | -1.3% | -40.3% |
| 6M | -45.8% | -57.9% | +12.2% | -43.7% |
| YTD | +25.1% | -6.7% | +31.8% | +27.5% |
| 1Y | +48.2% | +20.2% | +28.1% | +50.2% |
| 3Y | +476.5% | +879.4% | -403.0% | +466.1% |
| 5Y | +301.4% | +415.3% | -113.8% | +295.9% |
| All | +786.5% | +2,100.8% | -1,314.3% | +755.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 10y: compounded portfolio wealth divided by compounded ALM 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…
10y analysis · Full analysis span regression · 6 months rolling