+13,171.6%
TSM vs TSEM
-48.2%
+13,219.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +7.6% | -3.4% | +2.8% |
| 7D | +4.4% | +6.8% | -2.3% | +3.2% |
| 30D | -7.0% | -26.6% | +19.6% | -1.6% |
| 3M | -1.8% | -36.3% | +34.5% | +6.2% |
| 6M | +2.7% | -30.6% | +33.3% | +7.4% |
| YTD | +37.1% | +35.3% | +1.8% | +24.3% |
| 1Y | +43.5% | +59.2% | -15.8% | +25.9% |
| 3Y | +341.5% | +547.7% | -206.1% | +195.3% |
| 5Y | +278.9% | +337.5% | -58.7% | +168.5% |
| 10Y | +1,641.8% | +887.4% | +754.4% | +955.3% |
| All | +13,171.6% | -48.2% | +13,219.8% | +10,418.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling