+18.4%
U vs TSEM
+79.9%
-61.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -8.7% | +13.6% | +6.2% |
| 7D | +7.5% | -23.1% | +30.6% | +11.5% |
| 30D | -7.0% | -40.4% | +33.3% | -0.2% |
| 3M | +20.6% | -37.9% | +58.4% | +27.8% |
| 6M | +53.2% | -30.8% | +84.0% | +53.7% |
| YTD | -3.9% | +26.7% | -30.6% | -24.9% |
| 1Y | +18.4% | +80.5% | -62.1% | -25.7% |
| All | +18.4% | +79.9% | -61.5% | -25.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling