-4.9%
EQT vs TSEM
+79.9%
-84.7%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -8.7% | +5.6% | -3.0% |
| 7D | -6.6% | -23.1% | +16.5% | -6.0% |
| 30D | +2.7% | -40.4% | +43.1% | +4.1% |
| 3M | -0.2% | -37.9% | +37.7% | +0.9% |
| 6M | -10.6% | -30.8% | +20.2% | -10.8% |
| YTD | -1.2% | +26.7% | -27.9% | -7.4% |
| 1Y | -4.9% | +80.5% | -85.3% | -16.0% |
| All | -4.9% | +79.9% | -84.7% | -16.0% |
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