+80.5%
TSEM vs SM
+70.4%
+10.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -15.3% | +6.6% | -9.4% |
| 7D | -23.1% | -21.5% | -1.6% | -24.2% |
| 30D | -40.4% | -11.4% | -29.0% | -40.4% |
| 3M | -37.9% | +0.6% | -38.5% | -37.8% |
| 6M | -30.8% | +0.2% | -31.1% | -30.2% |
| YTD | +26.7% | +69.7% | -42.9% | +28.1% |
| 1Y | +80.5% | +71.6% | +8.9% | +84.1% |
| All | +80.5% | +70.4% | +10.1% | +84.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1y: compounded portfolio wealth divided by compounded SM 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…
1y analysis · Full analysis span regression · 6 months rolling