+290.7%
TSM vs TSEM
+657.2%
-366.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.1% | +3.5% | +2.7% |
| 7D | +6.0% | +10.4% | -4.4% | +2.7% |
| 30D | +4.5% | -12.9% | +17.5% | +8.7% |
| 3M | +3.1% | -9.2% | +12.3% | +3.6% |
| 6M | +30.2% | +98.8% | -68.6% | -3.6% |
| YTD | +45.2% | +87.2% | -42.0% | +8.4% |
| 1Y | +79.6% | +239.0% | -159.4% | +6.0% |
| 3Y | +411.0% | +679.5% | -268.5% | +120.2% |
| 5Y | +290.7% | +667.3% | -376.5% | +73.0% |
| All | +290.7% | +657.2% | -366.5% | +73.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling