+1,326.7%
TSEM vs SM
+16.0%
+1,310.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.5% |
| 7D | +4.7% | -0.2% | +4.9% | +4.7% |
| 30D | -14.2% | +20.3% | -34.5% | -16.0% |
| 3M | -5.0% | +22.9% | -28.0% | -7.5% |
| 6M | +87.6% | +47.8% | +39.7% | +78.1% |
| YTD | +84.4% | +107.5% | -23.0% | +68.3% |
| 1Y | +235.4% | +51.7% | +183.7% | +215.8% |
| 3Y | +668.0% | -0.9% | +668.8% | +644.6% |
| 5Y | +644.7% | +112.2% | +532.5% | +549.6% |
| 10Y | +1,326.7% | +20.3% | +1,306.4% | +963.8% |
| All | +1,326.7% | +16.0% | +1,310.7% | +963.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling