+44.2%
EOG vs TSEM
+79.9%
-35.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -8.7% | +3.5% | -5.4% |
| 7D | -8.6% | -23.1% | +14.5% | -9.2% |
| 30D | +2.8% | -40.4% | +43.1% | +1.6% |
| 3M | +3.2% | -37.9% | +41.0% | +2.2% |
| 6M | +5.3% | -30.8% | +36.1% | +4.9% |
| YTD | +44.5% | +26.7% | +17.8% | +43.1% |
| 1Y | +44.2% | +80.5% | -36.3% | +40.7% |
| All | +44.2% | +79.9% | -35.7% | +40.7% |
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