-72.4%
U vs TSEM
+304.9%
-377.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.1% | +1.0% | -1.2% |
| 7D | +24.4% | -9.5% | +33.8% | +26.8% |
| 30D | +7.4% | -35.5% | +42.8% | +21.9% |
| 3M | +16.8% | -41.6% | +58.4% | +35.1% |
| 6M | +78.8% | -30.1% | +108.8% | +78.1% |
| YTD | +14.0% | +25.7% | -11.7% | -19.2% |
| 1Y | +16.7% | +50.5% | -33.7% | -25.3% |
| 3Y | +86.4% | +501.7% | -415.3% | -45.7% |
| All | -72.4% | +304.9% | -377.3% | -89.4% |
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