+3,313.2%
V vs TSEM
+1,018.2%
+2,295.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.1% | +3.3% | +0.5% |
| 7D | +0.6% | -9.5% | +10.1% | +1.5% |
| 30D | +9.7% | -35.5% | +45.2% | +14.4% |
| 3M | +17.3% | -41.6% | +58.8% | +23.0% |
| 6M | +33.2% | -30.1% | +63.3% | +33.5% |
| YTD | +21.3% | +25.7% | -4.4% | +11.3% |
| 1Y | +27.3% | +50.5% | -23.1% | +13.8% |
| 3Y | +76.1% | +501.7% | -425.6% | +27.5% |
| 5Y | +103.5% | +310.9% | -207.5% | +52.9% |
| 10Y | +454.5% | +849.8% | -395.4% | +265.9% |
| All | +3,313.2% | +1,018.2% | +2,295.0% | +2,094.9% |
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