-26.1%
TSEM vs M
+394.1%
-420.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.5% | -3.6% | -3.2% |
| 7D | -9.5% | +5.0% | -14.5% | -10.5% |
| 30D | -35.5% | +10.6% | -46.1% | -37.0% |
| 3M | -41.6% | +1.6% | -43.1% | -42.0% |
| 6M | -30.1% | +30.8% | -60.9% | -34.3% |
| YTD | +25.7% | +16.9% | +8.8% | +20.4% |
| 1Y | +50.5% | +26.3% | +24.2% | +41.8% |
| 3Y | +501.7% | +158.6% | +343.1% | +372.8% |
| 5Y | +310.9% | +2.1% | +308.8% | +265.3% |
| 10Y | +849.8% | -4.3% | +854.1% | +629.2% |
| All | -26.1% | +394.1% | -420.2% | -70.0% |
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