+162.2%
W vs TSEM
+1,283.8%
-1,121.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.6% | +0.8% |
| 7D | +5.9% | +4.7% | +1.2% | +3.7% |
| 30D | -3.0% | -14.2% | +11.2% | +2.8% |
| 3M | +40.3% | -5.0% | +45.4% | +34.9% |
| 6M | +32.2% | +87.6% | -55.3% | -16.6% |
| YTD | -0.3% | +84.4% | -84.7% | -37.9% |
| 1Y | +16.2% | +235.4% | -219.2% | -49.4% |
| 3Y | +40.7% | +668.0% | -627.3% | -62.2% |
| 5Y | -62.3% | +644.7% | -707.1% | -90.0% |
| 10Y | +162.2% | +1,326.7% | -1,164.4% | -55.5% |
| All | +162.2% | +1,283.8% | -1,121.6% | -55.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling