+160.8%
W vs TSEM
+460.6%
-299.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.8% | -6.3% | -2.9% |
| 7D | -3.6% | -17.5% | +13.9% | +1.6% |
| 30D | +7.0% | -44.7% | +51.6% | +26.6% |
| 3M | +7.4% | -38.9% | +46.2% | +21.0% |
| 6M | +69.3% | -36.7% | +106.0% | +74.9% |
| YTD | +11.3% | +17.0% | -5.7% | -20.0% |
| 1Y | +13.2% | +62.8% | -49.6% | -34.9% |
| All | +160.8% | +460.6% | -299.7% | -38.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling