-62.1%
W vs TSEM
+657.2%
-719.3%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.7% | +1.0% |
| 7D | +6.5% | +10.4% | -3.9% | +2.5% |
| 30D | -6.2% | -12.9% | +6.7% | -1.9% |
| 3M | +48.9% | -9.2% | +58.1% | +46.3% |
| 6M | +31.2% | +98.8% | -67.6% | -17.0% |
| YTD | -0.4% | +87.2% | -87.6% | -36.4% |
| 1Y | +14.8% | +239.0% | -224.1% | -48.7% |
| 3Y | +40.5% | +679.5% | -639.0% | -62.0% |
| 5Y | -62.1% | +667.3% | -729.4% | -88.6% |
| All | -62.1% | +657.2% | -719.3% | -88.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling