+80.5%
TSEM vs TEM
-11.1%
+91.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -2.8% | -5.9% | -8.0% |
| 7D | -23.1% | -1.3% | -21.8% | -22.8% |
| 30D | -40.4% | -9.5% | -30.9% | -39.3% |
| 3M | -37.9% | +60.7% | -98.6% | -47.3% |
| 6M | -30.8% | +35.5% | -66.3% | -38.6% |
| YTD | +26.7% | +28.0% | -1.3% | +9.0% |
| 1Y | +80.5% | -10.5% | +91.0% | +80.4% |
| All | +80.5% | -11.1% | +91.6% | +80.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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