+13.5%
U vs TSEM
+668.6%
-655.1%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.1% | +3.7% | +2.9% |
| 7D | +4.5% | +10.4% | -6.0% | +1.3% |
| 30D | -0.6% | -12.9% | +12.4% | +2.9% |
| 3M | +48.4% | -9.2% | +57.6% | +46.1% |
| 6M | +115.4% | +98.8% | +16.6% | +39.8% |
| YTD | -3.2% | +87.2% | -90.4% | -37.4% |
| 1Y | -6.0% | +239.0% | -245.0% | -56.8% |
| 3Y | +13.5% | +679.5% | -666.0% | -71.3% |
| All | +13.5% | +668.6% | -655.1% | -71.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling