+7.4%
EQT vs TSEM
+212.9%
-205.6%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.3% | -1.7% |
| 7D | -2.0% | -4.9% | +2.9% | -1.8% |
| 30D | 0.0% | -18.7% | +18.8% | +0.8% |
| 3M | +5.9% | -18.1% | +24.1% | +6.3% |
| 6M | -14.8% | +77.1% | -91.9% | -20.1% |
| YTD | +1.8% | +80.1% | -78.4% | -5.8% |
| 1Y | +7.4% | +220.4% | -213.0% | -9.0% |
| All | +7.4% | +212.9% | -205.6% | -9.0% |
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