-22.7%
U vs TSEM
+689.3%
-712.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -6.9% | +12.2% | +7.5% |
| 7D | +2.6% | +7.0% | -4.4% | -0.4% |
| 30D | +27.6% | -29.8% | +57.3% | +40.7% |
| 3M | +15.3% | -41.9% | +57.3% | +34.2% |
| 6M | +96.4% | -45.8% | +142.1% | +121.8% |
| YTD | +19.6% | +25.1% | -5.5% | -15.6% |
| 1Y | +42.1% | +48.2% | -6.1% | -8.6% |
| 3Y | +87.5% | +476.5% | -389.0% | -44.1% |
| 5Y | -73.1% | +301.4% | -374.6% | -90.0% |
| All | -22.7% | +689.3% | -712.0% | -83.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling