+24.3%
W vs TSEM
+79.9%
-55.6%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -8.7% | +19.7% | +12.1% |
| 7D | +8.4% | -23.1% | +31.5% | +12.0% |
| 30D | +16.5% | -40.4% | +56.9% | +24.5% |
| 3M | +6.4% | -37.9% | +44.3% | +12.5% |
| 6M | +90.5% | -30.8% | +121.3% | +92.1% |
| YTD | +23.1% | +26.7% | -3.7% | +5.4% |
| 1Y | +24.3% | +80.5% | -56.2% | -5.1% |
| All | +24.3% | +79.9% | -55.6% | -5.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling