+49.5%
EQT vs TSEM
+1,289.9%
-1,240.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.9% | +4.5% | +1.2% |
| 7D | -1.2% | +0.9% | -2.1% | -1.4% |
| 30D | +1.1% | -16.6% | +17.7% | +3.8% |
| 3M | +4.8% | -10.9% | +15.7% | +4.4% |
| 6M | -10.6% | +78.0% | -88.6% | -24.2% |
| YTD | +3.4% | +77.2% | -73.8% | -13.1% |
| 1Y | +8.7% | +207.6% | -198.9% | -19.7% |
| 3Y | +35.0% | +637.8% | -602.9% | -20.2% |
| 5Y | +204.2% | +617.0% | -412.7% | +76.6% |
| All | +49.5% | +1,289.9% | -1,240.4% | -30.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling