+9,799.5%
ETN vs TSEM
+8.4%
+9,791.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.2% | -1.5% |
| 7D | +6.2% | +4.7% | +1.5% | +5.7% |
| 30D | -6.7% | -14.2% | +7.6% | -5.1% |
| 3M | +3.6% | -5.0% | +8.7% | +3.7% |
| 6M | +18.3% | +87.6% | -69.3% | +9.2% |
| YTD | +31.5% | +84.4% | -53.0% | +21.2% |
| 1Y | +20.6% | +235.4% | -214.8% | +4.1% |
| 3Y | +82.5% | +668.0% | -585.4% | +44.1% |
| 5Y | +177.8% | +644.7% | -467.0% | +118.1% |
| 10Y | +705.0% | +1,326.7% | -621.7% | +486.5% |
| All | +9,799.5% | +8.4% | +9,791.1% | +6,411.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling