+85.5%
ETN vs TSEM
+645.3%
-559.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.7% | +2.3% | +3.4% |
| 7D | +3.5% | -4.9% | +8.4% | +5.2% |
| 30D | -7.5% | -18.7% | +11.2% | -1.5% |
| 3M | +8.3% | -18.1% | +26.4% | +13.0% |
| 6M | +20.2% | +77.1% | -56.9% | -5.6% |
| YTD | +34.7% | +80.1% | -45.5% | +3.4% |
| 1Y | +19.4% | +220.4% | -200.9% | -27.2% |
| 3Y | +85.5% | +650.1% | -564.6% | -13.4% |
| All | +85.5% | +645.3% | -559.8% | -13.4% |
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 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