+11.3%
TSEM vs SM
+1,316.3%
-1,305.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -2.5% | +10.4% | +8.2% |
| 7D | +6.9% | +0.1% | +6.8% | +6.8% |
| 30D | +5.3% | +26.3% | -21.0% | +2.0% |
| 3M | -14.9% | +8.7% | -23.6% | -16.3% |
| 6M | +80.0% | +51.7% | +28.4% | +68.2% |
| YTD | +89.4% | +99.0% | -9.7% | +70.2% |
| 1Y | +253.1% | +34.6% | +218.5% | +233.0% |
| 3Y | +642.1% | -7.8% | +649.9% | +622.6% |
| 5Y | +659.1% | +104.8% | +554.3% | +538.4% |
| 10Y | +1,291.4% | +7.2% | +1,284.1% | +863.5% |
| All | +11.3% | +1,316.3% | -1,305.0% | -45.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling