+40.1%
W vs TSEM
+672.8%
-632.7%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +7.8% | -5.3% | -0.2% |
| 7D | -4.2% | +6.9% | -11.1% | -6.4% |
| 30D | -7.6% | +5.3% | -12.9% | -10.3% |
| 3M | +37.2% | -14.9% | +52.1% | +38.5% |
| 6M | +26.3% | +80.0% | -53.7% | -17.2% |
| YTD | -1.0% | +89.4% | -90.3% | -38.3% |
| 1Y | +20.1% | +253.1% | -233.0% | -51.5% |
| All | +40.1% | +672.8% | -632.7% | -71.8% |
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