+64.8%
EFA vs TSEM
+645.3%
-580.5%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.8% |
| 7D | -1.5% | -4.9% | +3.3% | -1.0% |
| 30D | -1.7% | -18.7% | +17.1% | +0.3% |
| 3M | +3.5% | -18.1% | +21.6% | +4.5% |
| 6M | +9.5% | +77.1% | -67.6% | -0.5% |
| YTD | +12.9% | +80.1% | -67.3% | +1.8% |
| 1Y | +18.2% | +220.4% | -202.2% | -2.3% |
| 3Y | +64.8% | +650.1% | -585.2% | +13.4% |
| All | +64.8% | +645.3% | -580.5% | +13.4% |
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