-31.2%
TSEM vs M
+354.7%
-386.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -4.6% | +9.4% | +5.8% |
| 7D | -17.5% | -4.3% | -13.2% | -16.9% |
| 30D | -44.7% | +1.3% | -45.9% | -45.0% |
| 3M | -38.9% | -7.4% | -31.5% | -38.2% |
| 6M | -36.7% | +18.3% | -55.0% | -39.3% |
| YTD | +17.0% | +7.6% | +9.4% | +13.9% |
| 1Y | +62.8% | +17.4% | +45.4% | +55.8% |
| 3Y | +471.3% | +108.4% | +362.9% | +368.2% |
| 5Y | +290.3% | -10.6% | +300.9% | +256.4% |
| 10Y | +790.1% | -3.2% | +793.3% | +578.3% |
| All | -31.2% | +354.7% | -386.0% | -71.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling