+676.6%
TSEM vs M
+123.1%
+553.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +2.6% | +5.3% | +7.2% |
| 7D | +6.9% | +4.7% | +2.2% | +5.6% |
| 30D | +5.3% | -9.6% | +14.9% | +8.1% |
| 3M | -14.9% | +0.9% | -15.8% | -15.2% |
| 6M | +80.0% | +22.3% | +57.8% | +70.8% |
| YTD | +89.4% | +6.5% | +82.8% | +84.5% |
| 1Y | +253.1% | +38.8% | +214.3% | +222.2% |
| All | +676.6% | +123.1% | +553.5% | +490.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling