+3,847.4%
ANET vs TSEM
+1,313.0%
+2,534.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.7% | +4.0% | +5.0% |
| 7D | +3.0% | -4.9% | +7.9% | +4.8% |
| 30D | -5.2% | -18.7% | +13.6% | +1.7% |
| 3M | +27.6% | -18.1% | +45.7% | +33.2% |
| 6M | +44.4% | +77.1% | -32.7% | +8.8% |
| YTD | +52.3% | +80.1% | -27.8% | +12.3% |
| 1Y | +30.4% | +220.4% | -190.0% | -24.5% |
| 3Y | +313.3% | +650.1% | -336.8% | +70.9% |
| 5Y | +810.0% | +628.9% | +181.1% | +269.3% |
| All | +3,847.4% | +1,313.0% | +2,534.4% | +1,022.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling