+3,310.4%
V vs TSEM
+940.5%
+2,369.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.8% | -4.8% | -0.5% |
| 7D | +2.2% | -17.5% | +19.7% | +4.1% |
| 30D | +13.6% | -44.7% | +58.3% | +20.5% |
| 3M | +14.3% | -38.9% | +53.2% | +19.1% |
| 6M | +33.1% | -36.7% | +69.8% | +35.0% |
| YTD | +21.2% | +17.0% | +4.3% | +12.2% |
| 1Y | +26.4% | +62.8% | -36.4% | +11.5% |
| 3Y | +77.6% | +471.3% | -393.7% | +29.3% |
| 5Y | +102.6% | +290.3% | -187.7% | +53.1% |
| 10Y | +464.4% | +790.1% | -325.7% | +275.4% |
| All | +3,310.4% | +940.5% | +2,369.9% | +2,112.2% |
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