+679.5%
TSEM vs ALM
+2,247.5%
-1,567.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +8.8% | -10.0% | -1.9% |
| 7D | +10.4% | +8.4% | +2.0% | +9.6% |
| 30D | -12.9% | +34.8% | -47.8% | -15.4% |
| 3M | -9.2% | +16.2% | -25.4% | -11.1% |
| 6M | +98.8% | +2.1% | +96.6% | +94.7% |
| YTD | +87.2% | +117.0% | -29.8% | +80.5% |
| 1Y | +239.0% | +313.9% | -74.9% | +222.8% |
| All | +679.5% | +2,247.5% | -1,567.9% | +679.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling