+529.3%
TSEM vs SM
-14.2%
+543.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -2.7% | +13.6% | +11.4% |
| 7D | -2.0% | -22.3% | +20.3% | +2.3% |
| 30D | -33.4% | -21.4% | -12.1% | -30.7% |
| 3M | -39.7% | +1.4% | -41.0% | -40.9% |
| 6M | -27.8% | +0.1% | -27.9% | -29.6% |
| YTD | +29.7% | +59.0% | -29.3% | +9.4% |
| 1Y | +81.1% | +64.3% | +16.8% | +50.8% |
| 3Y | +529.3% | -13.1% | +542.4% | +483.2% |
| All | +529.3% | -14.2% | +543.5% | +483.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling