+273.0%
EMR vs TSEM
+1,313.0%
-1,039.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.7% | +0.9% | +2.2% |
| 7D | -0.4% | -4.9% | +4.5% | +0.7% |
| 30D | -6.8% | -18.7% | +12.0% | -2.7% |
| 3M | +7.5% | -18.1% | +25.6% | +9.7% |
| 6M | +9.9% | +77.1% | -67.2% | -9.7% |
| YTD | +16.0% | +80.1% | -64.2% | -6.3% |
| 1Y | +12.4% | +220.4% | -207.9% | -22.8% |
| 3Y | +60.2% | +650.1% | -589.8% | -14.9% |
| 5Y | +67.9% | +628.9% | -561.0% | -13.9% |
| All | +273.0% | +1,313.0% | -1,039.9% | +55.0% |
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