+280.3%
EMR vs TSEM
+873.2%
-593.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.6% | +0.1% |
| 7D | +2.7% | +20.5% | -17.9% | -1.6% |
| 30D | +2.1% | -29.0% | +31.0% | +8.9% |
| 3M | +2.3% | -39.4% | +41.6% | +12.1% |
| 6M | +22.5% | -28.5% | +51.0% | +24.6% |
| YTD | +27.2% | +34.4% | -7.2% | +7.8% |
| 1Y | +28.0% | +48.3% | -20.3% | +5.3% |
| 3Y | +103.4% | +543.5% | -440.1% | +9.3% |
| 5Y | +88.2% | +331.4% | -243.3% | +8.7% |
| All | +280.3% | +873.2% | -593.0% | +66.6% |
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 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