+311.2%
TSEM vs TEM
+98.6%
+212.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -1.4% | +9.0% | +7.9% |
| 7D | +6.8% | +5.1% | +1.7% | +6.0% |
| 30D | -26.6% | +16.8% | -43.4% | -28.4% |
| 3M | -36.3% | +42.6% | -79.0% | -40.8% |
| 6M | -30.6% | +63.9% | -94.5% | -37.2% |
| YTD | +35.3% | +34.5% | +0.8% | +25.1% |
| 1Y | +59.2% | +11.0% | +48.2% | +51.1% |
| All | +311.2% | +98.6% | +212.6% | +255.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling