+19.3%
ETN vs TSEM
+259.4%
-240.1%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +7.8% | -4.4% | +1.3% |
| 7D | +2.0% | +6.9% | -4.9% | +0.1% |
| 30D | -7.9% | +5.3% | -13.2% | -9.7% |
| 3M | -1.6% | -14.9% | +13.3% | +0.8% |
| 6M | +16.9% | +80.0% | -63.2% | -1.9% |
| YTD | +30.1% | +89.4% | -59.3% | +5.7% |
| 1Y | +19.3% | +253.1% | -233.8% | -20.4% |
| All | +19.3% | +259.4% | -240.1% | -20.4% |
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