-68.0%
U vs TSEM
+657.2%
-725.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.1% | +3.7% | +3.0% |
| 7D | +4.5% | +10.4% | -6.0% | +0.7% |
| 30D | -0.6% | -12.9% | +12.4% | +3.5% |
| 3M | +48.4% | -9.2% | +57.6% | +45.8% |
| 6M | +115.4% | +98.8% | +16.6% | +37.0% |
| YTD | -3.2% | +87.2% | -90.4% | -38.4% |
| 1Y | -6.0% | +239.0% | -245.0% | -56.9% |
| 3Y | +13.5% | +679.5% | -666.0% | -68.3% |
| 5Y | -68.0% | +667.3% | -735.3% | -90.5% |
| All | -68.0% | +657.2% | -725.2% | -90.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling