-28.5%
TSEM vs SM
+7.4%
-35.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.2% | -5.8% | -0.6% |
| 7D | +20.5% | +10.6% | +9.9% | +20.7% |
| 30D | -29.0% | -15.0% | -14.0% | -30.0% |
| 3M | -39.4% | +1.7% | -41.0% | -39.7% |
| 6M | -28.5% | +5.9% | -34.4% | -28.2% |
| All | -28.5% | +7.4% | -35.9% | -28.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling