+125.6%
EW vs TSEM
+1,283.8%
-1,158.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.4% |
| 7D | -5.1% | +4.7% | -9.8% | -5.9% |
| 30D | -6.4% | -14.2% | +7.9% | -4.2% |
| 3M | -1.6% | -5.0% | +3.5% | -3.4% |
| 6M | +2.3% | +87.6% | -85.3% | -15.2% |
| YTD | +1.1% | +84.4% | -83.3% | -16.7% |
| 1Y | +8.0% | +235.4% | -227.4% | -23.4% |
| 3Y | +16.3% | +668.0% | -651.6% | -35.4% |
| 5Y | -29.4% | +644.7% | -674.1% | -61.6% |
| 10Y | +125.6% | +1,326.7% | -1,201.1% | -10.6% |
| All | +125.6% | +1,283.8% | -1,158.2% | -10.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling