+849.8%
TSEM vs M
-3.0%
+852.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.5% | -3.6% | -3.2% |
| 7D | -9.5% | +5.0% | -14.5% | -10.3% |
| 30D | -35.5% | +10.6% | -46.1% | -36.7% |
| 3M | -41.6% | +1.6% | -43.1% | -41.9% |
| 6M | -30.1% | +30.8% | -60.9% | -33.4% |
| YTD | +25.7% | +16.9% | +8.8% | +21.5% |
| 1Y | +50.5% | +26.3% | +24.2% | +43.6% |
| 3Y | +501.7% | +158.6% | +343.1% | +401.5% |
| 5Y | +310.9% | +2.1% | +308.8% | +274.7% |
| 10Y | +849.8% | -4.3% | +854.1% | +711.7% |
| All | +849.8% | -3.0% | +852.9% | +711.7% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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