+207.6%
TSEM vs TEM
-28.1%
+235.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -4.1% | +0.2% | -2.9% |
| 7D | +0.9% | -9.2% | +10.1% | +3.4% |
| 30D | -16.6% | +5.5% | -22.1% | -18.3% |
| 3M | -10.9% | +18.7% | -29.6% | -16.7% |
| 6M | +78.0% | +15.4% | +62.6% | +65.2% |
| YTD | +77.2% | -0.5% | +77.7% | +67.8% |
| 1Y | +207.6% | -24.8% | +232.4% | +212.8% |
| All | +207.6% | -28.1% | +235.7% | +212.8% |
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