+341.5%
TSM vs TSEM
+521.6%
-180.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +10.9% | -7.4% | -0.1% |
| 7D | -2.5% | -2.0% | -0.6% | -2.0% |
| 30D | -14.3% | -33.4% | +19.1% | -3.1% |
| 3M | -7.2% | -39.7% | +32.5% | +7.2% |
| 6M | -5.1% | -27.8% | +22.7% | -0.6% |
| YTD | +28.9% | +29.7% | -0.8% | +3.9% |
| 1Y | +37.1% | +81.1% | -44.1% | -5.6% |
| 3Y | +341.5% | +529.3% | -187.8% | +74.1% |
| All | +341.5% | +521.6% | -180.1% | +74.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 3y: compounded portfolio wealth divided by compounded TSEM 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…
3y analysis · Full analysis span regression · 6 months rolling