-38.4%
U vs TSEM
+1,018.1%
-1,056.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.9% | +2.8% | +0.3% |
| 7D | 0.0% | +0.9% | -1.0% | -0.6% |
| 30D | -4.1% | -16.6% | +12.5% | +1.5% |
| 3M | +57.8% | -10.9% | +68.7% | +55.9% |
| 6M | +103.5% | +78.0% | +25.5% | +34.9% |
| YTD | -4.8% | +77.2% | -82.0% | -38.5% |
| 1Y | -2.4% | +207.6% | -210.0% | -53.3% |
| 3Y | +11.7% | +637.8% | -626.2% | -68.0% |
| 5Y | -68.9% | +617.0% | -685.8% | -90.6% |
| All | -38.4% | +1,018.1% | -1,056.5% | -87.9% |
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