+55.3%
V vs TSEM
+672.8%
-617.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +7.8% | -8.8% | -1.1% |
| 7D | -1.7% | +6.9% | -8.6% | -1.8% |
| 30D | +2.0% | +5.3% | -3.3% | +1.8% |
| 3M | +17.4% | -14.9% | +32.3% | +17.3% |
| 6M | +17.5% | +80.0% | -62.5% | +11.0% |
| YTD | +7.6% | +89.4% | -81.8% | +0.8% |
| 1Y | +7.7% | +253.1% | -245.4% | -5.6% |
| All | +55.3% | +672.8% | -617.6% | +23.7% |
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