-27.4%
U vs TSEM
+753.7%
-781.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +7.6% | -9.0% | -3.9% |
| 7D | +16.9% | +6.8% | +10.2% | +13.1% |
| 30D | +6.4% | -26.6% | +33.0% | +16.2% |
| 3M | +13.2% | -36.3% | +49.5% | +27.9% |
| 6M | +84.8% | -30.6% | +115.4% | +87.1% |
| YTD | +12.4% | +35.3% | -22.9% | -22.5% |
| 1Y | +19.8% | +59.2% | -39.4% | -24.6% |
| 3Y | +83.8% | +547.7% | -463.8% | -47.5% |
| 5Y | -72.7% | +337.5% | -410.3% | -90.2% |
| All | -27.4% | +753.7% | -781.0% | -84.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling