+2,926.4%
V vs TSEM
+1,584.4%
+1,342.0%
-51.9%
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% | -1.9% |
| 7D | -1.7% | +6.9% | -8.6% | -2.5% |
| 30D | +2.0% | +5.3% | -3.3% | +0.9% |
| 3M | +17.4% | -14.9% | +32.3% | +17.4% |
| 6M | +17.5% | +80.0% | -62.5% | +5.3% |
| YTD | +7.6% | +89.4% | -81.8% | -4.7% |
| 1Y | +7.7% | +253.1% | -245.4% | -12.7% |
| 3Y | +54.7% | +642.1% | -587.5% | +10.9% |
| 5Y | +73.0% | +659.1% | -586.0% | +22.0% |
| 10Y | +390.9% | +1,291.4% | -900.5% | +213.5% |
| All | +2,926.4% | +1,584.4% | +1,342.0% | +1,778.9% |
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