+35.8%
EQT vs TSEM
+633.2%
-597.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.9% | +4.5% | +1.0% |
| 7D | -1.2% | +0.9% | -2.1% | -1.3% |
| 30D | +1.1% | -16.6% | +17.7% | +2.7% |
| 3M | +4.8% | -10.9% | +15.7% | +4.5% |
| 6M | -10.6% | +78.0% | -88.6% | -21.4% |
| YTD | +3.4% | +77.2% | -73.8% | -10.0% |
| 1Y | +8.7% | +207.6% | -198.9% | -16.0% |
| All | +35.8% | +633.2% | -597.3% | -11.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling