+196.2%
W vs TSEM
+1,302.9%
-1,106.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.8% | -6.3% | -3.3% |
| 7D | -3.6% | -17.5% | +13.9% | +2.9% |
| 30D | +7.0% | -44.7% | +51.6% | +31.5% |
| 3M | +7.4% | -38.9% | +46.2% | +24.3% |
| 6M | +69.3% | -36.7% | +106.0% | +79.2% |
| YTD | +11.3% | +17.0% | -5.7% | -15.0% |
| 1Y | +13.2% | +62.8% | -49.6% | -27.4% |
| 3Y | +142.0% | +471.3% | -329.3% | -15.6% |
| 5Y | -54.6% | +290.3% | -344.9% | -81.5% |
| 10Y | +243.7% | +790.1% | -546.4% | -2.3% |
| All | +196.2% | +1,302.9% | -1,106.6% | -20.7% |
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