+163.6%
W vs TSEM
+2,171.1%
-2,007.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +7.8% | -5.3% | -0.6% |
| 7D | -4.2% | +6.9% | -11.1% | -6.7% |
| 30D | -7.6% | +5.3% | -12.9% | -10.7% |
| 3M | +37.2% | -14.9% | +52.1% | +38.6% |
| 6M | +26.3% | +80.0% | -53.7% | -14.0% |
| YTD | -1.0% | +89.4% | -90.3% | -35.1% |
| 1Y | +20.1% | +253.1% | -233.0% | -42.9% |
| 3Y | +37.8% | +642.1% | -604.3% | -54.6% |
| 5Y | -63.7% | +659.1% | -722.7% | -88.3% |
| 10Y | +156.3% | +1,291.4% | -1,135.0% | -37.0% |
| All | +163.6% | +2,171.1% | -2,007.5% | -39.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling