+460.5%
TSEM vs TEM
+53.2%
+407.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.7% | +3.2% | -0.7% |
| 7D | +4.7% | -1.1% | +5.8% | +4.9% |
| 30D | -14.2% | +11.3% | -25.5% | -16.4% |
| 3M | -5.0% | +25.5% | -30.6% | -9.4% |
| 6M | +87.6% | +17.1% | +70.4% | +79.7% |
| YTD | +84.4% | +3.8% | +80.7% | +79.1% |
| 1Y | +235.4% | -24.4% | +259.8% | +238.3% |
| All | +460.5% | +53.2% | +407.3% | +408.6% |
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