+1,326.7%
TSEM vs M
-7.1%
+1,333.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.2% | +2.7% | -0.8% |
| 7D | +4.7% | -4.1% | +8.8% | +5.5% |
| 30D | -14.2% | -13.6% | -0.6% | -12.1% |
| 3M | -5.0% | -2.3% | -2.8% | -4.7% |
| 6M | +87.6% | +21.9% | +65.7% | +81.5% |
| YTD | +84.4% | -0.6% | +85.0% | +83.8% |
| 1Y | +235.4% | +29.7% | +205.7% | +219.9% |
| 3Y | +668.0% | +107.3% | +560.7% | +564.1% |
| 5Y | +644.7% | +20.5% | +624.3% | +563.7% |
| 10Y | +1,326.7% | -6.1% | +1,332.8% | +1,060.8% |
| All | +1,326.7% | -7.1% | +1,333.8% | +1,060.8% |
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