+62.1%
EMR vs TSEM
+668.6%
-606.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.2% |
| 7D | +3.1% | +10.4% | -7.4% | +1.1% |
| 30D | -3.5% | -12.9% | +9.4% | -1.3% |
| 3M | +9.8% | -9.2% | +19.0% | +9.3% |
| 6M | +10.8% | +98.8% | -88.0% | -10.3% |
| YTD | +15.9% | +87.2% | -71.3% | -6.2% |
| 1Y | +16.4% | +239.0% | -222.5% | -21.5% |
| 3Y | +62.1% | +679.5% | -617.4% | -12.1% |
| All | +62.1% | +668.6% | -606.5% | -12.1% |
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