+3,952.1%
TSEM vs ALM
+6,781.7%
-2,829.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -6.5% | +8.2% | +1.7% |
| 7D | -4.9% | -11.8% | +7.0% | -4.9% |
| 30D | -18.7% | +7.8% | -26.5% | -18.7% |
| 3M | -18.1% | -9.3% | -8.9% | -18.1% |
| 6M | +77.1% | -30.5% | +107.6% | +77.0% |
| YTD | +80.1% | +75.8% | +4.3% | +80.3% |
| 1Y | +220.4% | +241.2% | -20.8% | +221.1% |
| 3Y | +650.1% | +1,872.6% | -1,222.5% | +655.3% |
| 5Y | +628.9% | +849.6% | -220.7% | +633.4% |
| 10Y | +1,293.4% | +2,589.2% | -1,295.8% | +1,310.7% |
| All | +3,952.1% | +6,781.7% | -2,829.6% | +4,077.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling