+90.2%
EMR vs TSEM
+297.9%
-207.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.9% | +7.0% | +1.2% |
| 7D | +2.8% | +7.0% | -4.1% | +1.5% |
| 30D | +3.7% | -29.8% | +33.4% | +9.1% |
| 3M | +2.0% | -41.9% | +44.0% | +10.2% |
| 6M | +22.1% | -45.8% | +67.9% | +30.9% |
| YTD | +27.2% | +25.1% | +2.1% | +13.1% |
| 1Y | +32.0% | +48.2% | -16.2% | +12.8% |
| 3Y | +103.3% | +476.5% | -373.2% | +30.4% |
| All | +90.2% | +297.9% | -207.6% | +29.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling