+28.0%
EMR vs TSEM
+53.4%
-25.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.6% | 0.0% |
| 7D | +2.7% | +20.5% | -17.9% | +0.2% |
| 30D | +2.1% | -29.0% | +31.0% | +5.8% |
| 3M | +2.3% | -39.4% | +41.6% | +7.4% |
| 6M | +22.5% | -28.5% | +51.0% | +23.8% |
| YTD | +27.2% | +34.4% | -7.2% | +15.5% |
| 1Y | +28.0% | +48.3% | -20.3% | +13.3% |
| All | +28.0% | +53.4% | -25.4% | +13.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling