+476.5%
TSEM vs M
+158.0%
+318.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.5% | -8.5% | -7.3% |
| 7D | +7.0% | +7.0% | -0.1% | +5.1% |
| 30D | -29.8% | +8.9% | -38.7% | -31.6% |
| 3M | -41.9% | +4.5% | -46.4% | -42.9% |
| 6M | -45.8% | +36.2% | -82.0% | -50.3% |
| YTD | +25.1% | +15.1% | +10.0% | +18.6% |
| 1Y | +48.2% | +27.4% | +20.8% | +36.8% |
| 3Y | +476.5% | +160.1% | +316.3% | +352.5% |
| All | +476.5% | +158.0% | +318.5% | +352.5% |
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