+253.1%
TSEM vs TEM
-15.5%
+268.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -0.1% | +7.9% | +7.9% |
| 7D | +6.9% | +0.9% | +6.0% | +6.6% |
| 30D | +5.3% | +38.4% | -33.1% | -4.8% |
| 3M | -14.9% | +23.7% | -38.6% | -21.1% |
| 6M | +80.0% | +26.0% | +54.0% | +63.6% |
| YTD | +89.4% | +9.4% | +79.9% | +75.2% |
| 1Y | +253.1% | -17.3% | +270.4% | +255.5% |
| All | +253.1% | -15.5% | +268.6% | +255.5% |
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