+2,249.3%
EMR vs TSEM
+11.3%
+2,238.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +7.8% | -6.1% | +1.0% |
| 7D | -1.5% | +6.9% | -8.4% | -2.2% |
| 30D | -5.6% | +5.3% | -10.9% | -6.3% |
| 3M | +7.9% | -14.9% | +22.9% | +8.5% |
| 6M | +6.0% | +80.0% | -74.0% | -1.5% |
| YTD | +16.4% | +89.4% | -72.9% | +7.3% |
| 1Y | +16.6% | +253.1% | -236.5% | +1.0% |
| 3Y | +62.9% | +642.1% | -579.3% | +30.8% |
| 5Y | +60.1% | +659.1% | -599.0% | +27.1% |
| 10Y | +268.7% | +1,291.4% | -1,022.6% | +175.2% |
| All | +2,249.3% | +11.3% | +2,238.0% | +1,533.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling