-39.0%
U vs TSEM
+1,094.7%
-1,133.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +7.8% | -8.8% | -3.8% |
| 7D | -3.8% | +6.9% | -10.7% | -6.3% |
| 30D | +17.5% | +5.3% | +12.1% | +14.2% |
| 3M | +38.7% | -14.9% | +53.6% | +39.7% |
| 6M | +104.4% | +80.0% | +24.4% | +35.9% |
| YTD | -5.7% | +89.4% | -95.0% | -40.5% |
| 1Y | +3.7% | +253.1% | -249.4% | -53.5% |
| 3Y | +12.3% | +642.1% | -629.8% | -67.6% |
| 5Y | -68.8% | +659.1% | -727.9% | -90.8% |
| All | -39.0% | +1,094.7% | -1,133.8% | -88.3% |
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 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