+2,531.0%
TSEM vs ALM
+3,507.4%
-976.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.1% | +2.7% | +4.8% |
| 7D | -17.5% | -6.7% | -10.8% | -17.5% |
| 30D | -44.7% | -32.9% | -11.8% | -44.7% |
| 3M | -38.9% | -39.5% | +0.6% | -38.8% |
| 6M | -36.7% | -62.0% | +25.3% | -36.6% |
| YTD | +17.0% | -7.8% | +24.8% | +17.1% |
| 1Y | +62.8% | +26.7% | +36.1% | +63.2% |
| 3Y | +471.3% | +825.4% | -354.1% | +475.4% |
| 5Y | +290.3% | +401.2% | -111.0% | +292.9% |
| 10Y | +790.1% | +2,074.0% | -1,283.9% | +802.6% |
| All | +2,531.0% | +3,507.4% | -976.4% | +2,614.4% |
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